报告人:修乃华 教授（北京交通大学）

时  间:2018年10月10日   16:00-17:00

地  点:理科楼 LA106

摘  要:The sparse linear programming (SLP) is a linear programming problem equipped with a sparsity constraint, which is nonconvex, discontinuous and generally NP-hard to solve due to the combinatorial property involved. In this talk, by rewriting the sparsity constraint into a disjunctive form, we present an explicit formula of Lagrangian dual problem for the SLP, in terms of an unconstrained piecewise-linear convex programming problem which admits a strong duality. Furthermore, we show a saddle point theorem based on the strong duality and give two first-order necessary and sufficient optimality conditions for the saddle point problem without any constraint qualification for SLP.

报告人简介:修乃华，北京交通大学数学系教授、博士生导师。现任中国运筹学会副理事长、信息运筹学交叉学科北京市重点学科责任教授、“111”创新引智基地负责人。研究方向：最优化理论方法及应用。主持国家自然科学基金重点项目、973计划课题等国家级科研项目10余项。获教育部自然科学奖二等奖、詹天佑铁道科学技术奖专项基金奖、北京市公司产品成果一等奖、教育部新世纪优秀人才、全国优秀科技工作者、享受国务院政府特殊津贴专家。

公司联系人:李声杰、陈纯荣

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