2021-4-23

2021年4月21日上午，香港理工大学应用数学系讲座教授孙德锋应国家数学与交叉科学中心邀请做客综合论坛，作题为“Solving large scale semidefinite programming and beyond”的线上报告。报告会由中国科学院数学与系统科学研究院院务专员戴彧虹研究员主持。

孙德锋教授选取的报告主题，具有很强的交叉学科特点。半定规划是线性规划的自然推广，应用十分广泛，与计算机科学、纯数学、金融学、风险管理、统计等学科的联系非常密切，其重要性不言而喻。孙教授的讲解从基本原理出发，用图论中的最大割问题的凸半定规划松弛来说明半定规划如何跟计算机复杂性的十分深刻的唯一性博弈猜想及七大千禧年数学难题之一P=NP猜想的紧密联系，用罗瓦兹数的半定规划来提供信息通讯容量的上界以及用协方差矩阵的估计来说明二次半定规划在风险管理的巴塞尔协议的应用。随后，孙教授用最优协方差矩阵逼近的例子来演示优化中的对偶理论及近代非光滑方程的发展如何能够巧妙结合用来求解半定规划问题从而产生通用的大规模半正定规划软件SDPNAL/SDPNAL+和QSDPNAL等。报告深入浅出，在问答环节引发了热烈讨论。

Professor Defeng Sun is currently Chair Professor of Applied Optimization and Operations Research at the Hong Kong Polytechnic University. He mainly publishes in non-convex continuous optimization and machine learning. Together with Professor Kim-Chuan Toh and Dr Liuqin Yang, he was awarded the triennial 2018 Beale--Orchard-Hays Prize for Excellence in Computational Mathematical Programming by the Mathematical Optimization Society. He served as editor-in-chief of Asia-Pacific Journal of Operational Research from 2011 to 2013 and he now serves as associate editor of Mathematical Programming, SIAM Journal on Optimization, Journal of the Operations Research Society of China, Journal of Computational Mathematics, and Science China: Mathematics. In 2020, he was elected as a Fellow of the societies SIAM and CSIAM.

视频回顾报告全程：https://www.bilibili.com/video/BV1jK4y1d7JV/