Nonsmooth Convex-concave Saddle Point Problems with Cardinality Penalties

报告学者:边伟

报告者单位:哈尔滨工业大学

报告时间:2024年6月21日星期五 14:45-15:30

报告地点:思西501 (腾讯会议号: 600 806 445 线上同步)

报告摘要:In this paper, we focus on a class of convexly constrained nonsmooth convex-concave saddle point problems with cardinality penalties. Although such nonsmooth nonconvex-nonconcave and discontinuous min-max problems may not have a saddle point, we show that they have a local saddle point and a global minimax point, and  some local saddle points have the lower bound properties. We define a class of strong local saddle points based on the lower bound properties for stability of variable selection. Moreover we give a framework to construct continuous relaxations of the discontinuous min-max problems based on convolution, such that they have the same saddle points with the original problem. We also establish the relations between the continuous relaxation problems and the original problems regarding local saddle points, global minimax points, local minimax points and stationary points.

报告学者简介:边伟,哈尔滨工业大学数学学院教授、博士生导师。2004年和2009年于哈尔滨工业大学分别获得学士和博士学位。2010-2012年访问香港理工大学跟随陈小君教授,从事博士后工作。主要从事的研究领域为:最优化理论与算法。先后在 MP, SIOPT, SIIMS, SINUA,SISC, MOR和IEEE系列汇刊发表多篇学术论文。获2019年度国家级青年人才。主持国家自然科学基金面上项目3项和青年基金项目1项。获得黑龙江省自然科学二等奖(排第二)一项。现任SCI期刊JOTA编委,中国运筹学会理事,中国运筹学会数学规划分会理事,黑龙江数学会常务理事。