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荔园学者Colloquium第一百三十四期

讲座题目:Alternating minimization for square root principal component pursuit

主讲人：郦旭东 教授（复旦大学）

讲座时间：2025年6月17日下午16：30-17：30

讲座地点：深圳大学粤海校区汇星楼一号教室

内容摘要：Recently, the square root principal component pursuit (SRPCP) model has garnered significant research interest. It is shown in the literature that the SRPCP model guarantees robust matrix recovery with a universal, constant penalty parameter. While its statistical advantages are well-documented, the computational aspects from an optimization perspective remain largely unexplored. In this talk, we focus on developing efficient optimization algorithms for solving the SRPCP problem. Specifically, we propose a tuning-free alternating minimization (AltMin) algorithm, where each iteration involves subproblems enjoying closed-form optimal solutions. Additionally, we introduce techniques based on the variational formulation of the nuclear norm and Burer-Monteiro decomposition to further accelerate the AltMin method. Extensive numerical experiments confirm the efficiency and robustness of our algorithms.

主讲人简介：郦旭东，复旦大学大数据学院教授。教育部知名学者教授。研究成果发表于运筹优化国际权威期刊与人工智能顶级会议。曾获国际数学优化协会青年学者奖（2019，每3年1人次）、ICML 2022杰出论文奖（2022）、中国运筹学会青年科技奖（2022）等。目前担任期刊 Mathematical Programming 及 Mathematical Programming Computation 编委。

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2025年6月16日