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广西民族大学副校长简金宝教授学术报告
2019-12-30 08:53 陈鹏 
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    主 :简金宝教授

报告题目Monotonous Douglas-Rachford splitting sequential quadratic programming algorithms for two-block nonconvex optimization and applications to electric power systems

时    间:2019年12月30日(周一)上午10点

地    点:开元校区工科四号楼637会议室

主办单位:科技处、数学与统计学院

摘    要:

In this paper, we propose two new SQP-type algorithms for solving the two-block nonconvex optimization with linear equality and generalized box constraints.

Firstly, the idea of splitting algorithm is embedded in solving the quadratic programming (QP) approximation subproblem of the discussed problem, and then the subproblem is decomposed into two independent small-scale QPs, so as to generate a search direction of the primal variable. Secondly, a deflection of the steepest descent direction of the augmented Lagrangian function (ALF) with respect to the dual variable is considered as the search direction of the dual variable. Thirdly, using the augmented Lagrangian function as the merit function, a new primal-dual iterative point is generated by the Armijo line search. Therefore, the first monotone splitting sequential quadratic programming (SQP) algorithm is proposed. In addition, the proposed algorithm is further improved so that the dual variable is updated by an explicit formula. Under some mild conditions, the global convergence of the two proposed algorithms are proved. Finally, the two proposed splitting SQP algorithms are applied to solve a series of middle-large-scale power system economic dispatch problems. The comparing numerical results demonstrate that the proposed algorithms possess superior numerical effect and good robustness.

主讲人简介:

简金宝,现任广西民族大学党委常委、副校长;博士学位,二级教授;上海大学、广西大学、内蒙古大学等211大学(兼职)博士生导师。

学术研究:长期从事“最优化理论方法及其在电气工程中的应用”研究;先后主持6项国家自然科学基金项目(3项面上),2项广西自然科学基金重点项目和10多项省级项目,联合主持广西自然科学基金创新团队项目1项(200万元)。2000年以来,以第一作者或第一通信作者身份在国际权威SCI源刊上发表研究成果70多篇,如《IEEE Transactions on Power Systems》、《European Journal of Operational Research》、《Computational Optimization and Applications》、《Journal of Optimization Theory and Applications》、《IEEE Transactions on Power Systems》、《Applied Energy》等;还在《中国科学·数学》、《数学学报》和《中国电机工程学报》等顶级中文核刊发表一批重要成果 。独著学术专著《约束优化光滑约束优化快速算法--理论分析与数值试验》1部(科学出版社,77万字)。

获奖与荣誉:主持完成的4项科研成果先后获得省级科学技术奖二等奖,享受国务院政府特殊津贴(2007),“全国教育系统先进工作者”(2009),广西壮族自治区“优秀专家”(2006第五批,2018年第九批),

学术兼职:中国运筹学会(国家一级学会)第五、六、七届理事会理事(1996.01-2008.12),第八、九届理事会常务理事(2009.01-2016.10),第一届监事会监事(2016.10-2020.10)。中国运筹学会数学规划分会副理事长(2019.05-)。广西数学学会(省级学会)第十一届、十二届理事会副理事长(2013.11-2021.11)。

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