应365bet的邀请,中国人民大学孙鸿鹏副教授近期访问我院,来访期间将为师生做以下学术报告:
报告题目: Preconditioned Douglas-Rachford Splitting Method and Its Application for Variational Imaging Problems
时 间: 2016年9月12号(周一)上午10:00-12:00
地 点:理科楼407
摘要: In this talk, I will introduce the proposed preconditioned version of the Douglas–Rachford splitting method for solving convex-concave saddle-point problems and its accelerating variant. Our approach makes it possible to use approximate solvers for the linear subproblem arising in this context. We prove weak convergence in Hilbert space under minimal assumptions. In particular, various efficient preconditioners are introduced in this framework for which only a few inner iterations are needed instead of computing an exact solution or controlling the error.
The accelerated and preconditioned versions of the Douglas-Rachford splitting method for saddle-point problem will also be introduced briefly, whose ergodic convergence rate is optimal under mild assumptions.
These methods are applied to non-smooth and convex variational imaging problems. Numerical experiments show that the proposed algorithms with appropriate preconditioners are very competitive with existing fast algorithms including the first-order primal-dual algorithm and its acceleration for saddle-point problems of Chambolle and Pock.
个人简历: 孙鸿鹏,2007年本科毕业于中国科学技术大学,2012年毕业于中科院数学科学研究院数学所,2012-2014年于奥地利Graz大学做博士后,2015年起入职中国人民大学数学科学研究院,现为Tenure Track 副教授。研究方向为反问题和图像处理。
欢迎感兴趣的师生参加!