报告人

叶荫宇 教授 斯坦福大学

主持人

陈彩华 教授 南京大学

时间

6月21日14:00-15:30

地点

ZOOM会议号：824 5021 4222密码：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.

报告专家简介：叶荫宇，斯坦福大学管理科学与工程系李国鼎工程讲座教授，INFORMS 会士，国际著名运筹优化专家。研究领域为连续和离散优化、数据科学和应用、大规模算法设计和分析、计算博弈论/市场平衡、动态资源分配和随机和鲁棒决策等。叶荫宇教授在运筹与优化的多个基础理论方向和应用领域都作出了重大贡献，获得过多个国际大奖，包括冯诺依曼奖、INFORMS Farkas奖（首位获奖者）、Tseng连续优化纪念奖（首位获奖者）、2014 SIAM优化奖等。根据谷歌学术的统计，他的研究论文和书籍引用超过50,000次，2004年至今被评为全世界在数学有关领域中其研究成果最为广泛引用的科学家之一。

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