报告题目: Message-Passing for Distributed Convex Optimisation
报告人：付敏跃教授
报告时间：2019年12月27日（星期五）上午10:00-11:00
报告地点：杭州电子科技大学文一人工智能研究院一楼报告厅
报告人简介：Minyue Fu received the B.Sc. degree in electrical engineering from the University of Science and Technology of China, Hefei, China, in 1982, and the M.S. and Ph.D. degrees in electrical engineering from the University of Wisconsin-Madison, Madison, WI, USA. in 1983 and 1987, respectively. He has been an Associate Editor for the IEEE Transactions on Automatic Control, Automatica, IEEE Transactions on Signal Processing, and the Journal of Optimization and Engineering. His main research interests include control systems, signal processing, and communications. His current research projects include networked control systems, distributed control, **art electricity networks, and super-precision positioning control systems. He is a Fellow of IEEE, Fellow of Institute of Engineers Australia, and Fellow of Chinese Association of Automation.
报告摘要：In this talk, we will introduce a message-passing algorithm for distributed convex optimisation and discuss some new results on its convergence properties. Under the assumption of pairwise separability and scaled diagonal dominance, asymptotic convergence is established and a simple bound for the convergence rate is provided for message-passing. In comparison with previous results, our results do not require the given convex program to have known convex pairwise components and that our bound for the convergence rate is tighter and simpler. When specialised to quadratic optimisation, we generalise known results by providing a very simple bound for the convergence rate.