报告题目 (Title):Nonsmooth Nonconvex-Nonconcave Min-Max Optimization Problems (非光滑非凸-非凹极小极大问题)
报告人 (Speaker):陈小君 教授(香港理工大学)
报告时间 (Time):2025年5月16日 (周五) 9:00
报告地点 (Place):校本部GJ303
邀请人(Inviter):徐姿 教授
报告摘要: This talk considers nonsmooth nonconvex-nonconcave min-max optimization problems with convex feasible sets. We discuss the existence of local saddle points, global minimax points and local minimax points, and study the optimality conditions for local minimax points. We show the existence of local saddle points and global minimax points of the convex-concave saddle point problem with cardinality penalties and the relations with its continuous relaxation problems. Moreover, we give an explicit formula for the value function of the inner maximization problem of a class of robust nonlinear least square problems and complexity bound for finding an approximate first order stationary point.