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Theory and application of p-regularized subproblems for p>2

发布时间:2018年09月12日 19:50   浏览次数:
报告人 袁亚湘 年月 9月
13日

报告题目:Theory and application of p-regularized subproblems for p>2

报告人:袁亚湘

报告人单位:中国科学院

报告时间:913日(周四)下午15:00-16:00

报告地点:数学学院西303报告厅

邀请人:张伟年

摘要:

The p-regularized subproblem (p-RS) is the key content of a regularization technique in computing a Newton-like step for unconstrained optimization. The idea is to incorporate a local quadratic approximation of the objective function with a weighted regularization term (σ/p) x p and then globally minimize it at each iteration. In this paper, we establish a complete theory of the p-RSs for general p>2 that covers previous known results on p=3 or p=4. The theory features necessary and sufficient optimality conditions for the global and also for the local non-global minimizers of (p-RS). It gives a closed-form expression for the global minimum set of (p-RS) and shows that (p-RS), p>2 can have at most one local non-global minimizer. Our theory indicates that (p-RS) have all properties that the trust region subproblems do. In application, (p-RS) can appear in natural formulation for optimization problems. We found two examples. One is to utilize the Tikhonov regularization to stabilize the least square solution for an over-determined linear system; and the other comes from numerical approximations to the generalized Ginzburg–Landau functionals. Moreover, when (p-RS) is appended with m additional linear inequality constraints, denoted by (p-RSm), the problem becomes NP-hard. We show that the partition problem, the k-dispersion-sum problem and the quadratic assignment problem in combinatorial optimization can be equivalently formulated as special types of (p-RSm) with p=4. In the end, we develop an algorithm for solving (p-RSm).

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