报告题目:Proximal Point Algorithm with Two Inertial Effects
报告时间:2022年10月11日(周二)下午13:30-15:30
报告方式:腾讯会议(会议号:392 797 9172)
主讲人:Yekini Shehu副教授
摘要:In this talk, we propose a proximal point algorithm with two inertial effects to find a zero of a maximal monotone operator in Hilbert space. In our proposed algorithm, one inertial factor is chosen to be non-negative while the other is chosen to be non-positive with the aim of accelerating the convergence speed of the algorithm. We obtain weak convergence results and non-asymptotic O(1/n) convergence rate of our proposed algorithm in a non-ergodic sense. Applications of our results to various well-known convex optimization methods, such as the proximal method of multipliers and the alternating direction method of multipliers are given. Numerical results are given to demonstrate the accelerating behaviors of our algorithm over other related algorithms in the literature.
Yekini Shehu is an associate professor at the College of Mathematics and Computer Science, Zhejiang Normal University. His area of research areas involve Fixed Point Applications to Optimization Problems which include Optimization \& Variational Problems, Bilevel Optimization Problems, Quasi-variational Inequalities, Numerical Analysis for Optimization Problems, Nonlinear Integral Equations, Fixed Point Theory and Variational Inequalities where he has published many research paper with 10 highly cited papers in the Web of Science. He is a recipient of the prestigious Alexander von Humboldt Postdoctoral Research Fellowship awarded by the Alexander von Humboldt Foundation, Bonn, Germany in 2016 (01 May 2016 - 30 April 2019).