应用数学青年讨论班（午餐会）—— Subspace Newton Method for Sparse Group L0 Optimization Problem
报告人：廖世晨 （中国科学院大学数学科学学院）
时间：2024-03-28 11:45-13:30
地点：智华楼四元厅
摘要：
In this talk, we focus on sparse optimization problem involving sparse group L0 norm regularization, which is an important class of nonconvex and discontinuous optimization problem that has a wild range of application. In terms of theory, we analyze the optimality conditions of the sparse group optimization problem, leveraging the notion of a κ-stationary point, whose linkage to local and global minimizer is established. In terms of algorithms, several classical algorithms for directly solving L0 regularized problem will be reviewed. We then propose a subspace Newton algorithm for sparse group L0 optimization problem and prove its global convergence property as well as local second-order convergence rate. Numerical experiments on signal recovery and image reconstruction demonstrate the efficacy of our methods.
报告人简介：
报告人为中国科学院大学数学科学学院运筹学与控制论专业博士生，导师为郭田德老师，研究方向为稀疏优化、机器学习中的优化方法与理论。研究生期间曾获华罗庚奖学金等。
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