报告题目：Discrete approximation for two-stage stochastic variational inequalities

报告人：蒋杰讲师重庆大学

邀请人：彭深

报告时间：2023年6月19日15:00-16:30

腾讯会议ID：262-410-694

报告人简介：蒋杰，重庆大学伟德国际BETVlCTOR讲师。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21篇，其中发表在优化领域顶级期刊SIAM Journal on Optimization，Mathematical Programming和SIAM Journal on Mathematics of Data Science杂志上各1篇。主持中国博士后基金1项（已结题）和青年基金（在研）。

报告摘要：In this paper, the discrete approximation of two-stage stochastic variational inequalities has been investigated when the second stage problem has multiple solutions. First, a discrete approximation scheme is given by a series of models with the aid of merit functions. After that, the convergence relationships between these models are analysed, which therefore yields the convergence guarantee of the proposed discrete approximation scheme. Finally, we use the well-known progressive hedging algorithm to report some numerical results and to validate the effectiveness of the discrete approximation approach.