時 間：97年12月29日(星期一) 14:10 – 15:00
演講人：林仁彥教授（嘉義大學應用數學系）
題 目：Continuous Min-Max Programming with Semi-infinite Constraints
綱要：
In this talk, we propose an algorithm for solving a kind of nonlinear programming where the objective is the maximal function of a family of continuous functions and the feasible domain is explicitly made of infinitely many constraints. Our algorithm combines the entropic regularization and the cutting plane method (the Remez-type) to deal with the non-differentiability of the maximal function and the infinitely many constraints respectively. A finite inexact version, which terminates within a finite number of iterations to give an approximate solution, is proposed to handle the computational issues, including the blow-up problem in the entropic regularization and the global optimization subproblems in the cutting plane method. To justify the efficiency of the inexact algorithm, we also analyze the theoretical error-bound and conduct numerical experiments.
地 點：志希二樓 070221
備 註：茶會時間為13:30~14:00於果夫一樓應用數學系教授休息室