报告题目：The Sequential Quadratic Programming for Symmetric Pareto Eigenvalue Complementarity Problem
报告人：雷渊，湖南大学 教授 博导
时间、地点：5月20日上午 10：45 新实验大楼819
摘要：In this talk, we introduce a sequential quadratic programming (SQP) algorithm framwork which could be used for solving the symmetric Parato eigenvalue complementarity problem (EiCP). In the algorithm framwork, the search direction can be constructed by the solution of a quardratic programming subproblem in each iteration and the exact step size can also be obtained for ensuring decrease of a penalty function. Moreover, the global convergence of this algorithm is discussed. For improving the computation efficiency, a simple SQP algorithm has been recommended to the large symmetric Parato EiCPs and various numerical results from symmetric and symmetric positive defifinite Pareto EiCPs are reported to illustrate the efficiency of the proposed algorithms.
报告人简介：雷渊，湖南大学数学学院教授、博士生导师，主要研究方向数值代数与科学计算。主持国家自然科学基金、国防创新特区基金、湖南省自然科学基金等多项科研项目，在《SIAM J. Matrix Anal. Appl.》、《Signal Processing》《Numer. Linear Algebra Appl.》、《Numer. Algorithms》等期刊上发表学术论文20余篇，现为中国工业与应用数学学会理事，湖南省数学学会常务理事，湖南省计算数学暨应用软件学会常务理事。