School Colloquium——Douglas-Rachford Splitting for Pathological Problems
主 题: School Colloquium——Douglas-Rachford Splitting for Pathological Problems
报告人: Prof. Wotao Yin (University of California, Los Angeles)
时 间: 2018-06-15 15:00-16:00
地 点: Room 1114, Sciences Building No. 1
Abstract: First-order methods such as ADMM and Douglas-Rachford splitting (DRS) are known for their easy implementations and low per-iteration costs. What is less known is their usefulness for "solving" pathological problems, which are infeasible or feasible yet unbounded. In this talk, we establish that DRS only requires strong duality to work, even if the problem is pathological, in the sense that asymptotically iterates are approximately feasible and/or approximately optimal. Furthermore, we present a method for classifying infeasible, unbounded, and other pathological conic programs. This is joint work with Yanli Liu and Ernest Ryu.