大连理工大学张立卫教授学术报告
2019-03-01 09:23  
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张立卫教授

报告题目Recent Development about Perturbation Analysis for Conic Optimization Problems

  间:2019年3月2日(周六)8:30-10:30

  点:开元校区工科四号楼637会议室

主办单位:科技处、数学与统计学院

  要:

AbstractThis report first summarizes the works about nonlinear conic optimization problems, especially about strong regularity and isolated calmness for nonlinear programming, second-order conic optimization and semidefinite programming.  After that it is devoted to study  the robust isolated calmness of the Karush-Kuhn-Tucker (KKT) solution mapping  for a large class of  interesting conic programming problems (including most commonly known  ones arising from applications) at a locally optimal solution. Under the Robinson constraint qualification, we show that  the KKT solution mapping  is robustly isolated calm   if and only if both the strict Robinson constraint qualification   and the second order sufficient condition  hold. This implies, among others, that at a locally optimal solution  the constraint non-degeneracy and the second order sufficient condition are both needed for  the KKT solution mapping  to have  the Aubin property.

主讲人简介:

张立卫教授,大连理工大学数学科学学院运筹学与控制论业博士生指导教师金融数学与保险精算专业博士生指导教师。

他于1989年,1992年,1998年分别在大连理工大学获得理学学士,硕士,博士学位,1999-2001在中科院计算数学所从事博士后工作。目前的研究兴趣是“矩阵优化”“随机规划”“PDE约束控制与优化”。他完成和主持自然科学基金面上基金多项,重点基金子课题两项。发表SCI检索论文100多篇,在国际顶级期刊Math. Programming, Operations Research, SIAM J. Optimization, Mathematics of Operations Research, Mathematics of Computation 发表论文10多篇。现任中国运筹学会常务理事,中国运筹学会数学规划分会理事,中国运筹学会金融工程与金融风险管理分会常务理事,《JAPOR》和《运筹学学报》编委

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