題 目:A parallel splitting augmented Lagrangian method for two-block separable convex programming with application in image processing
主講人:劉靜博士
時 間:2023年2月28日(周二)13:30-14:30
地 點:6號學院樓500會議室
主辦單位:新葡萄8883官網AMG 浙江省2011“數據科學與大數據分析協同創新中心”
摘要:
The augmented Lagrangian method (ALM) is one of the most successful ?rst order methods for convex programming with linear equality constraints. To solve the two-block separable convex minimization problem,we always use the parallel splitting ALM method. In this paper, we will show that no matter how small the step size and the penalty parameter are, the convergence of the parallel splitting ALM is not guaranteed. We propose a new convergent parallel splitting ALM (PSALM), which is the regularizing ALM’s minimization subproblem by some simple proximal terms. In application this new PSALM is used to solve video background extraction problems and our numerical results indicate that this new PSALM is e?cient.
主講人簡介:
劉靜,同濟大學管理學博士,研究方向是最優化理論與方法及其在圖像處理、管理科學中的應用。在國內外權威學術刊物上發表論文20余篇。
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