北京科技大学70周年校庆学术活动——袁亚湘院士
报告题目：Least H^2 norm updating quadratic model for derivative-free trust region algorithms
报告人：袁亚湘 院士
报告时间：2022年4月22日 星期五15：00
会议形式：腾讯会议：627 684 677
摘要：
Derivative-free optimization problems are optimization problems that derivative information is not available or very difficult to obtain. Such optimization problems are widely seem in many real applications. Therefore, it is very important to construct efficient derivative-free optimization algorithms, namely numerical algorithms for solving optimization problems without using derivatives. One particular class of derivative-free optimization algorithms are trust region algorithms based on quadratic models by under-determined interpolation. The difference in updating the quadratic model from iteration to iteration will give different algorithms. In this talk, we propose a new algorithm that updates the quadratic model by minimizing the H^2 norm of the difference between quadratic models. Motivation for using the H^2 norm is given and theoretical properties of our new update technique are also presented. Finally, numerical results of our new algorithms are given to show the efficiency of our algorithm.
joint work with Pengcheng Xie
报告人简介：
袁亚湘，中国科学院院士，中科院数学与系统科学研究院研究员。现任全国政协常委、中国科协副主席、国际工业与应用数学联合会主席、发展中国家科学院院士、巴西科学院通讯院士、美国数学会首届会士、美国工业与应用数学学会会士。
袁亚湘院士在非线性优化计算方法、信赖域方法、拟牛顿方法、共轭梯度法等领域做出了突出贡献，1999年在国际工业与应用数学大会上做一小时报告，2014年被国际数学联盟邀请在韩国举办的国际数学家大会上做45分钟报告。袁亚湘院士曾获“中国科学院青年科学家奖”一等奖、首届“冯康科学计算奖”、第三届“中国青年科学家奖”、“国家杰出青年基金”、“中国十大杰出青年”、科技部“国家重点实验室计划先进个人奖”、“国家自然科学奖”二等奖、中国数学会“陈省身数学奖”、发展中国家科学院数学奖、中国工业与应用数学学会“苏步青奖”、“何梁何利科技进步奖”以及美国工业与应用数学学会“杰出贡献奖”等。