应6163银河线路检测中心边伟教授的邀请,北京邮电大学理学院孙聪副教授,将于近日访问公司并做报告。以下是报告信息,欢迎感兴趣的师生参加。
报告时间:2019年6月12日,10:00-11:00
报告地点:格物楼503
报告题目:New stepsizes for the gradient method
报告摘要: It is popular to solve large scale problems by gradient methods. We propose a new framework combining Cauchy steps with fixed step lengths, to update stepsizes in a cyclic way. Four different gradient algorithms are proposed with various fixed step lengths. For 2-dimensional convex quadratic function minimization problems, the algorithms either terminate in finite iterations or converges superlinearly; for n-dimensional problems, they all converge linearly. Moreover, we propose new stepsizes based on the analysis to find the optimal solution in 5 iterations for 3-dimensional convex quadratic function minimization problems. By plugging the new stepsizes into the proposed cyclic framework, we have new gradient methods, which guarantee finite terminations for 3-dimensional problems, and converge R-linearly for general n-dimensional problems. Numerical tests show the superior performance of the proposed method over the states of the art.
报告人简介:孙聪,北京邮电大学理学院副教授、硕士生导师。2008年本科毕业于北京邮电大学理学院,2013年博士毕业于中国科学院数学与系统科学研究院。孙聪博士曾获得中科院数学院国际交流奖学金(2012年)和德国自然科学基金(2015年)的资助两度访问德国德累斯顿工业大学。她的主要研究领域是非线性优化方法,特别是优化在信号处理中的应用。她获得了2017年度中国科协青年托举人才工程的资助,目前主持国家自然科学基金面上项目一项,参与重大研究计划一项。孙聪博士发表论文十余篇,其中包括IEEE Transactions on Signal Processing等信号处理领域顶级期刊和会议等。