应数学与统计学院邀请,香港理工大学应用数学系杨晓琪教授/博士于2014.11.2--2014.11.4访问我校进行科研合作交流活动。杨晓琪教授是香港理工大学的全职教授和博士生导师,已在 SIAM Optimization,Operation Research 和 Mathematics of Operations Research 等国际权威期刊发表了百余篇学术论文和出版了3本学术专著。他的研究方向主要集中在稀疏优化,变分不等式,Lagrange-type functions的约束优化和投资组合。
报告题目:Sparse Optimization Problems via lp,q Regularizations
报告时间:2014年11月3日(星期一)上午10:30
报告地点:理科楼202
Abstract:
In this talk, we investigate some theoretical properties and design an efficient numerical algorithm for the lp,q regularization of the group sparse optimization problem. We introduce the group restricted eigenvalue condition and group restricted isometry property, and apply them to establish the oracle inequalities and recovery bounds for the lp,q regularization problem. We also apply the proximal gradient method to solve the lp,q regularization problem and obtain analytical formulae for some specific lp,q regularizations. Finally, we present some numerical results on both simulated data and real data in gene transcriptional regulation to demonstrate the performance of the proposed algorithm.
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