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報(bào)告人

葉蔭宇 教授 斯坦福大學(xué)

主持人

陳彩華 教授 南京大學(xué)

時(shí)間

6月21日14:00-15:30

地點(diǎn)

ZOOM會(huì)議號(hào)：824 5021 4222密碼：113421

Geometric Aggregation of the Social Welfare in Resource Allocation

Abstract：We present efficient algorithms for resource allocation to optimize the geometrically aggregated social-welfare objective function. Unlike the usual (weighted) arithmetic average objective, the (weighted) geometric average provides some ideal features such as strong concavity, social-fairness, and decentralization property, as demonstrated in the classic Fisher market equilibrium. We show Complexity of computing an optimal solution for the (weighted) geometric average objective is in the same class of linear programming that maximizes the arithmetic average.It can be computed in a distributed fashion by using the primal-dual and/or ADMM methods while preserving individual privacy.It can be implemented in the online setting with a sublinear regret, such as it is exhibited in online linear programming.The major takeaway from this talk: it is desirable and doable for optimization/decision models that uses geometrically aggregated social welfare objectives in certain social/economic environments.

報(bào)告專(zhuān)家簡(jiǎn)介：葉蔭宇，斯坦福大學(xué)管理科學(xué)與工程系李國(guó)鼎工程講座教授，INFORMS 會(huì)士，國(guó)際著名運(yùn)籌優(yōu)化專(zhuān)家。研究領(lǐng)域?yàn)檫B續(xù)和離散優(yōu)化、數(shù)據(jù)科學(xué)和應(yīng)用、大規(guī)模算法設(shè)計(jì)和分析、計(jì)算博弈論/市場(chǎng)平衡、動(dòng)態(tài)資源分配和隨機(jī)和魯棒決策等。葉蔭宇教授在運(yùn)籌與優(yōu)化的多個(gè)基礎(chǔ)理論方向和應(yīng)用領(lǐng)域都作出了重大貢獻(xiàn)，獲得過(guò)多個(gè)國(guó)際大獎(jiǎng)，包括馮諾依曼獎(jiǎng)、INFORMS Farkas獎(jiǎng)（首位獲獎(jiǎng)?wù)撸?、Tseng連續(xù)優(yōu)化紀(jì)念獎(jiǎng)（首位獲獎(jiǎng)?wù)撸?014 SIAM優(yōu)化獎(jiǎng)等。根據(jù)谷歌學(xué)術(shù)的統(tǒng)計(jì)，他的研究論文和書(shū)籍引用超過(guò)50,000次，2004年至今被評(píng)為全世界在數(shù)學(xué)有關(guān)領(lǐng)域中其研究成果最為廣泛引用的科學(xué)家之一。

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