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题目: Identifying Infeasible, Unbounded, and Pathological Conic Programs by ADMM/DRS

报告人: 印卧涛(加州大学洛杉矶分校数学系)



摘要: In this talk, we present a method for identifying infeasible, unbounded, and pathological conic programs based on Douglas-Rachford splitting, which is equivalent to the standard ADMM. When an optimization program is infeasible, unbounded, or pathological, the iterates of Douglas-Rachford splitting diverge. However, such divergent iterates still provide useful information, which our method uses for identification. As a first-order method, the proposed algorithm relies on simple subroutines and therefore is simple to implement and has low per-iteration cost. This is joint work with Yanli Liu and Ernest Ryu.

邀请人:杨俊峰 副教授