Kim-Chuan Toh教授经我校国际化基金资助，将于近日访问我校并做学术报告，欢迎感兴趣的师生参加。

报告人：Kim-Chuan Toh教授（新加坡国立大学）

学术报告1

题目: Algorithms for semidefinite programming

摘要：Semidefinite programming (SDP) and its generalizations have found extensive applications in various domains, including combinatorial and polynomial optimization, covariance matrix estimation, and Euclidean metric embedding. This presentation introduces some algorithms developed for solving large-scale SDP problems. Specifically, we consider two types of SDPs: Type-2 SDPs with moderate variable dimension but large number of affine constraints, and Type-3 SDPs with large variable dimension but moderate number of affine constraints in the next talks.

时间：2024-07-11 08:00-09:30

地点：理学楼609室

学术报告2

题目: Algorithms for Type-2 SDPs (I)

摘要：This talk focuses on Type-2 SDPs. We present algorithmic advancements based on the proximal-point or augmented Lagrangian framework. In particular, the development and implementation of an augmented Lagrangian-based method called SDPNAL+. This method demonstrates promising results in solving SDPs of this type efficiently.

时间：2024-07-11 09:30-11:00

地点：理学楼609室

学术报告3

题目: Algorithms for Type-2 SDPs (II)

摘要：In this talk, we explore the design and implementation of a smoothing Newton method for solving Type-2 SDPs. This method leverages the KKT residual mapping and provides an effective approach to address the aforementioned class of SDPs under suitable nondegenercay conditions.

时间：2024-07-11 13:00-14:30

地点：理学楼609室

学术报告4

题目: Algorithms for Type-3 SDPs

摘要：In this talk, we delve into recent progress in designing and implementing a rank-adaptive feasible method for Type-3 SDPs. By employing the low-rank factorization model of the underlying SDP, we demonstrate the promising potential of the new method in solving large-scale SDP problems of this category.

时间：2024-07-11 14:30-16:00

地点：理学楼609室

报告人简介：

Kim-Chuan Toh 教授是新加坡国立大学数学系的Leo Tan教授，美国工业与应用数学学会会士、新加坡国家科学院院士。他在凸规划方面进行了广泛研究，尤其是大规模矩阵优化问题，如机器学习和统计学中出现的半定规划和稀疏凸优化问题。目前，他担任Mathematical Programming期刊联合主编、Mathematical Programming Computation期刊区域主编、SIAM Journal on Optimization、Operations Research和ACM Transactions on Mathematical Software期刊副主编。他于 2017 年获得 INFORMS 优化协会颁发的Farkas 奖、2018 年获得国际数学优化协会颁发的每三年一度的 Beale-Orchard Hays 奖、2019 年获得新加坡总统科学奖。