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学术报告一百二十二:Mathematical Programs with Complementarity Constraints and a Non-Lipschitz Objective: Optimality and Approximation

时间:2019-12-14 21:20

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菲律宾环球360注册账号学术报告[2019] 122 

 

(高水平大学建设系列报告352)
 

 

报告题目:Mathematical Programs with Complementarity Constraints and a Non-Lipschitz Objective: Optimality and Approximation

报告人: 郭磊 副教授  (华东理工大学)

报告时间:201912171030-1130

报告地点: 汇星楼(科技楼)514

报告内容:

In this talk, we consider a class of mathematical programs with complementarity constraints (MPCC) where the objective function involves a non-Lipschitz sparsity-inducing term. The necessary optimality conditions and MPCC-tailored qualifications are presented for the non-Lipschitz MPCC. The proposed qualifications are related to the constraints and the non-Lipschitz term, which ensure that local minimizers satisfy these necessary optimality conditions. Moreover, we present an approximation method for solving the non-Lipschitz MPCC and establish its convergence. Finally, we use numerical examples of sparse solutions of linear complementarity problems and the second-best road pricing problem in transportation science to illustrate the effectiveness of our approximation method for solving the non-Lipschitz MPCC.

报告人简历:

郭磊博士,现为华东理工大学商学院副教授、特聘研究员。运筹学会数学规划分会青年理事,经济数学与管理数学分会理事。2013年在大连理工大学获得博士学位,2014-2015年在加拿大维多利亚大学做博士后研究,2015-2018年就职于上海交通大学任助理教授、副教授。研究兴趣包括最优化理论和方法、供应链管理、共享出行管理优化等,共发表SCI期刊论文18篇,其中在最优化领域国际顶级期刊Mathematical ProgrammingSIAM系列期刊、Mathematics of Operations Research共发表论文8篇。

 

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