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ISE Welcomes Shuzhong Zhang on 11/16/16

New first-order algorithms for solving block-structured optimization models

Seminar by Shuzhong Zhang

Professor and Head

Department of Industrial and Systems Engineering, University of Minnesota

Wednesday, November 16th, 4:00 – 5:00 pm

395 Watts Hall, 2041 College Rd. N.

In the context of Big Data analytics, first-order algorithms (referring to the solution procedures where no more than gradient information is required in the process) for large-scale structured optimization models have been popular among researchers in the fields including Operations Research and Machine Learning. One important type of first-order algorithms is called the Alternating Direction Method of Multipliers (ADMM). In the past few years, an intensive stream of research effort has been paid to the performance of the ADMM and its many variants designed to accommodate various formulations arising from applications. In this talk, we shall survey several aspects of the afore-mentioned research effort, and present some new results including the convergence of a randomized multi-block ADMM.

Shuzhong Zhang is Professor and founding head of Department of Industrial and System Engineering, University of Minnesota. He received a B.Sc. degree in Applied Mathematics from Fudan University in 1984, and a Ph.D degree in Operations Research from Erasmus University in 1991. He had held faculty positions at Department of Econometrics, University of Groningen (1991-1993), and Econometric Institute, Erasmus University (1993-1999), and Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong (1999-2010). He received the Erasmus University Research Prize in 1999, the CUHK Vice-Chancellor Exemplary Teaching Award in 2001, the SIAM Outstanding Paper Prize in 2003, the IEEE Signal Processing Society Best Paper Award in 2010, and the 2015 SPS Signal Processing Magazine Best Paper Award. Dr. Zhang was an elected Council Member at Large of the MPS (Mathematical Programming Society) (2006-2009), and served as Vice-President of the Operations Research Society of China (ORSC) (2008-2012). He serves on the Editorial Board of several academic journals, including Operations Research, and Management Science.

Tags: Seminar