报告专家：韩德仁教授（北京航空航天大学）

报告题目：Customized Douglas-Rachford Splitting Methods for Structured Variational Inequality and Inverse Variational Inequality Problems

报告地点：工程实训中心1601

报告时间：7月11日下午4:30

报告简介：We report customized splitting methods to solve structured variational inequality and inverse variational inequality problems, which employ the idea of the classical Douglas-Rachford splitting method (DRSM) and give some necessary modifications. The main computational tasks per iteration are the evaluation of certain resolvent operators, which are much cheaper than those methods without taking advantage of the problem structures. To make the methods more implementable in the general cases that the resolvent operator evaluated in an iterative scheme, we further propose to solve the subproblems in an approximate manner. We report the global convergence, sublinear and linear rate of  convergence results for both the exact and the inexact methods. We also present preliminary numerical results to illustrate the performance of the proposed methods.

专家个人简介：教授、博士生导师、国家杰青，现任北京航空航天大学数学科学学院院长、教育部数学类专业教指委秘书长。2002年获南京大学计算数学博士学位。从事大规模优化问题、变分不等式问题的数值方法的研究工作，以及优化和变分不等式问题在交通规划、磁共振成像中的应用，发表多篇学术论文。曾获中国运筹学会青年运筹学奖，江苏省科技进步二等奖等奖项。 主持国家自然科学基金多项项目。担任中国运筹学会常务理事、青年工作委员会主任；《Journal of Global Optimization》、《数值计算与计算机应用》、《Journal of the Operations Research Society of China》编委。