报告题目：Stochastic Variational Inequalities: Source Problems, Stability, Discretization, Robustness and Algorithms

报告人：蒋杰 助理教授 重庆大学

邀请人：彭深

报告时间：2022年6月21日10:00-11:30

腾讯会议ID：759-632-407

报告人简介：蒋杰，重庆大学伟德国际BETVlCTOR助理教授。2013年7月毕业于西安交通大学数学系获得本科学位，先后于2019年6月毕业于香港理工大学应用数学系获得哲学博士和2019年9月毕业于西安交通大学计算数学系获得理学博士学位。研究兴趣包括（但不仅限于）：随机优化，随机均衡，分布式鲁棒优化，统计优化，深度神经网络，生成对抗神经网络等。发表论文总计18篇，其中发表在优化领域顶级期刊SIAM Journal on Optimization和Mathematical Programming杂志上各1篇。主持中国博士后基金和重庆博士后基金各1项，参与其他省部级基金4项。

报告摘要：In this presentation, I will introduce some of my reserach works on stochastic variational inequalities (SVIs). First, I will give some source problems of two-stage and multistage SVIs, which act as the motivation role of my following discussion. The second part will consider the quantiative stability analysis of two-stage SVIs. After that, the discretization techniques of two-stage and multistage SVIs, such as sample average approximation (SAA), conditional SAA, and the corresponding convergence results will be given.In view of the possible contamination of the discretization data, the statistical robustness analysis of two-stage SVIs will be considered. Finally, I will give an initial introduction on the numerical aspect of SVIs, including progressive hedging algorithm and stochastic approach scheme.

主办单位：伟德国际BETVlCTOR