題  目:Constructions of new complementarity functions for NCP and SOCCP

報(bào)告人：陳界山 教授

時(shí)  間：2019年10月11日上午8：30—10：00

地  點(diǎn)：懷遠(yuǎn)校區(qū)寧遠(yuǎn)樓314會(huì)議室

摘  要：It is well known that complementarity functions play an important role in dealing with complementarity problems. In this talk, we propose a few new classes of complementarity functions for nonlinear complementarity problems and second-order cone complementarity problems. The constructions of such new complementarity functions are based on discrete generalization which is a novel idea in contrast to the continuous generalization of Fischer–Burmeister function. Surprisingly, these new families of complementarity functions possess continuous differentiability even though they are discrete-oriented extensions. This feature enables that some methods like derivative-free algorithm can be employed directly for solving nonlinear complementarity problems and second-order cone complementarity problems. This is a new discovery to the literature and we believe that such new complementarity functions can also be used in many other contexts.

報(bào)告人簡(jiǎn)介

陳界山，臺(tái)灣師范大學(xué)專(zhuān)任教授、特聘教授，2004年獲得美國(guó)華盛頓大學(xué)博士學(xué)位，在國(guó)際優(yōu)化界是一位知名度很高的學(xué)者。在最優(yōu)化理論、非光滑分析等研究方向頗有建樹(shù)。在國(guó)際上發(fā)表了高水平的學(xué)術(shù)論文一百多篇，曾多次受邀在國(guó)際優(yōu)化方面學(xué)術(shù)報(bào)告中匯報(bào)相關(guān)研究成果。現(xiàn)在的研究方向偏向于錐優(yōu)化問(wèn)題和錐互補(bǔ)問(wèn)題的理論分析與算法設(shè)計(jì)。

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數(shù)學(xué)統(tǒng)計(jì)學(xué)院

2019年10月10日