当前位置: 首页 > 学术报告
Unconstrained Optimization Models for Computing Several Extreme Eigenpairs of Real Symmetric Matrices
戴彧虹 研究员(中国科学院数学与系统科学研究院)
2018-01-01 12:13  华东师范大学

校级学术报告

报告人简介:

戴彧虹,中国科学院数学与系统科学研究院研究员,国家杰出青年基金获得者,长期从事非线性优化、数值代数及其应用等方面的研究,曾荣获德国洪堡基金、钟家庆数学奖、第十届中国青年科技奖、国家自然科学奖二等奖。现任中国运筹学会数学规划分会理事长。

报告内容简介:
In this talk, we consider the problem of computing several extreme eigenpairs of real symmetric matrices. Based on the variational principles, we put forward some new unconstrained optimization models for this classical problem and further analyze their fundamental properties. It is shown that the extreme eigenpairs of any real symmetric matrix can be recovered from the global minimizers of our unconstrained models. The alternate Barzilai-Borwein method with the adaptive nonmonotone line search is then utilized for solving the unconstrained models. The preliminary numerical results indicate that our approach is quite promising.