报告人:肖现涛 教授
报告题目:Stochastic Approximation Algorithms for Stochastic Optimization with Expectation Constraints
报告时间:2026年4月28日(周二)上午9:00
报告地点:腾讯会议:673-689-525
主办单位:数学与统计学院、数学研究院、科学技术研究院
报告人简介:
肖现涛,现任大连理工大学数学科学学院教授、博士生导师, 担任运筹学与控制论研究所所长。近期的主要研究方向为: 求解随机优化问题的随机优化算法。目前发表学术论文40余篇,其中部分论文发表在SIAM Journal on Optimization, Mathematics of Operations Research, INFORMS Journal on Computing, Journal of Scientific Computing等期刊。
报告摘要:
In this talk, we consider to solve the problem of minimizing an expectation function subject to a set of expectation constraints. We will introduce a series of stochastic algorithms based on stochastic approximation techniques, in both convex and nonconvex settings.


