报告题目 (Title)：An Exact Augmented Lagrangian Method and Its Extensions（一个精确的增广拉格朗日方法及推广）
报告人 (Speaker)： 白建超 副教授（西北工业大学）
报告时间 (Time)：2023年10月13日(周五) 10:00
报告地点 (Place)：校本部F619
邀请人(Inviter)：白延琴 教授
主办部门：永利数学系、上海市运筹学会
报告摘要：In this talk, an exact augmented Lagrangian method (ALM) and an inexact ALM will be presented for solving a family of linearly constrained convex optimization problems. By a variational analysis, the generated iterates are characterized as a variational inequality. Then, we establish the global convergence and sublinear convergence rate of these algorithms. Performance of the algorithms are tested on solving the support vector machine problem and two image processing problems.
