报告人：Prof. SO, Man Cho Anthony 蘇文藻 教授, Chinese University of Hong Kong
时间： 3月29日 18:30 - 19:30
题目： Operations Research at The Chinese University of Hong Kong (CUHK)
摘要： In this talk, we give an overview of the research programs at the Department of Systems Engineering & Engineering Management of CUHK and introduce the summer workshop to be held this coming July for the Hong Kong PhD Fellowship Scheme. The summer workshop is an excellent opportunity for prospective applicants of CUHK's PhD engineering programs to interact with potential PhD supervisors and to learn more about the exciting engineering research done at CUHK.
题目：Non-Convex Robust Low-Rank Matrix Recovery
摘要：In this talk we present a non-smooth non-convex formulation of the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. Our formulation explicitly enforces the low-rank property of the solution by using a factored representation of the matrix variable and employ an $\ell_1$-loss function to robustify the solution against outliers. Under the Gaussian measurement model, we show that even when a constant fraction (which can be up to almost half) of the information-theoretically optimal number of measurements are arbitrarily corrupted, the resulting optimization problem is weakly sharp and weakly convex. Consequently, we show that when initialized close to the set of global minima of the problem, a subgradient method with geometrically diminishing step sizes will converge linearly to the ground-truth matrix.
Part 1 targets third-year undergraduates or masters' students who are in their penultimate year of study, and Part 2 is a research talk and is more suitable for masters or PhD students.
Anthony Man-Cho So received his BSE degree in Computer Science from Princeton University with minors in Applied and Computational Mathematics, Engineering and Management Systems, and German Language and Culture. He then received his MSc degree in Computer Science and his PhD degree in Computer Science with a PhD minor in Mathematics from Stanford University. Dr. So joined The Chinese University of Hong Kong (CUHK) in 2007. He currently serves as Assistant Dean of the Faculty of Engineering and is an Associate Professor in the Department of Systems Engineering and Engineering Management. He also holds a courtesy appointment as Associate Professor in the CUHK-BGI Innovation Institute of Trans-omics. His recent research focuses on the interplay between optimization theory and various areas of algorithm design, such as computational geometry, machine learning, signal processing, bioinformatics, and algorithmic game theory.
Dr. So currently serves on the editorial boards of IEEE Transactions on Signal Processing, Journal of Global Optimization, Optimization Methods and Software, and SIAM Journal on Optimization. He has also served on the editorial board of Mathematics of Operations Research. He received the 2015 IEEE Signal Processing Society Signal Processing Magazine Best Paper Award, the 2014 IEEE Communications Society Asia-Pacific Outstanding Paper Award, the 2010 Institute for Operations Research and the Management Sciences (INFORMS) Optimization Society Optimization Prize for Young Researchers, and the 2010 CUHK Young Researcher Award. He also received the 2008 Exemplary Teaching Award and the 2011, 2013, 2015 Dean's Exemplary Teaching Award from the Faculty of Engineering at CUHK, and the 2013 Vice-Chancellor's Exemplary Teaching Award from CUHK.