报告题目: |
辛钦不等式及其在优化上的应用 |
报告人: |
陈南 |
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香港中文大学系统工程系助理教授
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报告时间: |
2008-11-20 16:00 |
报告地点: |
理科楼1304报告厅 |
主办单位: |
数学科学系 |
简介: |
In this talk we first give a brief introduction to Khintchine-type inequalities, which are inequalities that bound the moments of the norm of a certain sum of independent Banach space-valued random variables. Then, we will discuss how these inequalities can be used to obtain the best known bounds for several optimization problems, including the approximation of a class of quadratic optimization problems with orthogonality constraints, the design of so-called safe tractable approximations for chance constrained linear matrix inequality systems, and the design of efficient sampling procedures for certain stochastic optimization problems. |
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