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南方科技大学张进博士学术报告通知
发布人:蔡易  发布时间:2021-11-22   浏览次数:10

报告人:张进博士

报告题目:双层规划最优性条件研究及其在委托-代理模型中的应用

摘要:Ye and Zhu in 2010 combined the classical first-order and the value function approaches to derive new necessary optimality conditions for the bilevel programming problem (BLPP). The partial calmness is an important condition which ensures that a local optimal solution of BLPP is a local optimal solution of a partially penalized problem, and hence necessary optimality conditions can be derived under a weaker constraint qualification. In this talk, we first analyse the partial calmness for the combined approach from a generic point of view. Our result states that the partial calmness for the combined approach is generic (in sense of Whitney C^3-topology) for an important setting with applications in principal-agent models. Moreover we derive optimality conditions for the combined approach for the generic case without any extra constraint qualifications. We also propose a combined approach with second-order optimality conditions of the lower level problem to study optimality conditions for BLPP. We show that when all known approaches fail, adding the second-order optimality condition as a constraint makes the corresponding partial calmness easier to hold. We also give some discussions on optimality conditions and advantages and disadvantages of the combined approaches with the first-order and the second-order information.

报告人简介:张进博士20072010年本科、硕士毕业于大连理工大学,2014年博士毕业于加拿大维多利亚大学。20152018年间任职香港浸会大学数学系,2019年初加入南方科技大学数学系。张进博士一直致力于最优化理论和应用研究,主持多项国家级基金项目,代表性成果发表在MPSIOPTSINUMJMLRICMLNeurIPS等有影响力的应用数学、机器学习期刊与会议上。

报告时间:20211125号下午15:30-17:30

报告形式:腾讯会议;会议号:793234821