【online】Error bound for conic feasibility problems: Case studies on Exponential cone and p-cones
字体大小： 【小】 【中】 【大】
题目 ：Error bound for conic feasibility problems: Case studies on Exponential cone and p-cones
报告人 ：Ting Kei Pong (香港理工大学)
方式： 腾讯会议 ID：896-145-532
摘要：Conic feasibility problems naturally arise from linear conic programming problems. An understanding of error bounds for these problems is instrumental in the design of termination criteria for conic solvers and the study of convergence rate of algorithms. In this talk, we present a general framework for deriving error bounds for conic feasibility problems. Our framework is based on the concept of facial reduction and a new object called one-step facial residual function. We develop tools to compute these facial residual functions, which are applicable even when projections onto the cones under study are not easy to analyze. We illustrate how our framework can be applied to obtaining error bounds for the exponential cone and p-cones, and use these error bounds to derive interesting new results in the study of Kurdyka-Łojasiewicz property.
This is joint work with Scott B. Lindstrom and Bruno F. Lourenço.
报告人简介：Dr Ting Kei Pong is currently an associate professor at the Hong Kong Polytechnic University. His research area is continuous optimization. He obtained his PhD degree from University of Washington in 2011. He then worked as a postdoctoral fellow at University of Waterloo (from 2011 to 2013) and later as a PIMS postdoctoral fellow at University of British Columbia in Vancouver (from 2013 to 2014), prior to joining the Hong Kong Polytechnic University in 2014. He now serves as an associate editor of Mathematics of Operations Research, and is a member of the editorial board of Computational Optimization and Applications.