The 40th Anniversary of Shenzhen University and the 40th Anniversary of Mathematics Department

Liyuan scholar Colloquiumfifty-four

Lecture Title:Derivative-free algorithms for nonlinear least squares problems

Speaker:Prof. Jinyan Fan(Shanghai Jiao Tong University)

Lecture time: November25, 2023 (Saturday) 11:00-12:00

Lecture location:Classroom No. 1, 1/F, Hui Xing Building, Yuehai Campus, Shenzhen University, China

Overview：In this talk we are concerned with nonlinear least squares problems for which the exact Jacobian is not available and replaced by a probabilistic or random model. Problems of this nature arise in important practical applications, such as the data assimilation in weather prediction and the estimation of the merit function in deep learning. We will present some derivative-free algorithms for such problems and show the almost sure global convergence and complexity of the algorithms.

Speaker Introduction:: Jinyan Fan, Professor of Shanghai Jiao Tong University, PhD supervisor, national talent, won the 13th China Young Women Scientist Award, the 15th China Youth Science and Technology Award.She received her Doctor of Science degree from the Institute of Mathematics and System Sciences of the Chinese Academy of Sciences in 2002 under the supervision of Academician Yuan Yaxiang, and did her postdoctoral research at the University of Cambridge in 2006. She is mainly engaged in the theoretical and methodological research on nonlinear optimization, and has achieved a series of important results in the field of nonlinear systems of equations and complete positive optimization, and the relevant papers have been published in international journals, such as Math. Program, SIAM J. Matrix Anal. Appl. and Math. Comp. and a monograph Numerical Methods for Nonlinear Systems of Equations was published. She is now on the editorial board of J. Ind. Manag. Optim., J. Oper. Res. Soc. China, Mathematics of Computation and other academic journals.

Teachers and students are welcome to participate!

School of Mathematical Sciences

November 21, 2023