91自拍

荔园学者Colloquium第一百五十六期

讲座题目：Variance-reduced first-order methods for constrained stochastic and finite-sum optimization

主讲人：吕召松 教授（明尼苏达大学）

讲座时间：2025年12月11日下午16:30-17:30

讲座地点：91自拍 粤海校区汇星楼二号教室

内容摘要：We consider stochastic and finite-sum optimization problems with deterministic constraints. Existing methods typically focus on finding an approximate stochastic solution that ensures the expected constraint violations and optimality conditions meet a prescribed accuracy. However, such an approximate solution can possibly lead to significant constraint violations. To address this issue, we propose variance-reduced first-order methods that treat the objective and constraints differently. Under suitable assumptions, our proposed methods achieve stronger approximate stochastic solutions with complexity guarantees that more reliably satisfy the constraints compared to existing methods. This is joint work with Sanyou Mei (HKUST) and Yifeng Xiao (UMN).

主讲人简介：吕召松教授现任明尼苏达大学工业与系统工程系教授，于佐治亚理工学院获得运筹学博士学位。其研究方向聚焦连续优化的理论与算法设计，研究成果广泛应用于数据科学与机器学习领域。

吕教授在Mathematical Programming、Mathematics of Operations Research、SIAM Journal on Optimization等领域顶刊发表了大量高水平研究成果，研究工作得到美国AFOSR、NSF、ONR等机构的资助支持。他曾担任多个重要学术奖项的评审委员，包括 INFORMS George Nicholson Prize以及ICCOPT最佳论文奖评审委员会；同时积极投身学术服务，担任过SIAM Journal on Optimization、Computational Optimization and Applications、Journal of Global Optimization等国际期刊的副主编。

欢迎师生参加！

91自拍

2025年12月5日