报告题目: First-Order Methods for Bilevel Optimization

报告人：吕召松 教授（University of Minnesota）

邀请人：白敏茹

报告时间： 2024年12月24日上午10:30-11:30

报告地点：数学院425

报告摘要: Bilevel optimization, also known as two-level optimization, is an important branch within mathematical optimization. It has found applications across various domains, including economics, logistics, supply chain, transportation, engineering design, and machine learning. In this talk, we will present first-order methods for solving a class of bilevel optimization problems using either single or sequential minimax optimization schemes. We will discuss the first-order operation complexity of these methods and present preliminary numerical results to illustrate their performance. This is joint work with Sanyou Mei (University of Minnesota).

报告人简介: Zhaosong Lu is a Full Professor in the Department of Industrial and Systems Engineering at the University of Minnesota. He received PhD in operations research from Georgia Institute of Technology. His research interests include theory and algorithms for continuous optimization, and applications in data science and machine learning. He has published numerous papers in top-tier journals of his research areas such as SIAM Journal on Optimization, SIAM Journal on Numerical Analysis, SIAM Journal on Scientific Computing, SIAM Journal on Matrix Analysis and Application, Mathematical Programming, and Mathematics of Operations Research. His research has been supported by NSERC and NSF. He was a finalist of INFORMS George Nicholson Prize. He also served on this prize committee in the past. Additionally, he has served as an Associate Editor for SIAM Journal on Optimization, Computational Optimization and Applications, and Big Data and Information Analytics.