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A Seminar by Dr. Charitha Cherugondi

Title: Regularization Strategies for Monotone Variational Inequalities

Speaker: Dr. Charitha Cherugondi, IIT Indore

Time: 9:30, Friday, 27/01/17

Venue: IEOR Teaching Lab, Ground floor, IEOR Bldg

Abstract: We investigate two central regularization strategies for monotone variational inequalities(VI), the first a direct regularization of the operative monotone mapping of the VI, and the second via regularization of the associated dual gap function of the VI. A key link in the relationship between the solution sets to these various regularized problems is the idea of exact regularization, which, in turn, is fundamentally associated with the existence of Lagrange multipliers of a selected problem based on the regularizing function. A regularization is said to be exact if a solution to the regularized problem is a solution to the un-regularized problem for all parameters beyond a certain value. The Lagrange multipliers corresponding to a particular regularization of a variational inequality, on the other hand, are defined via the dual gap function. Our analysis suggests various conceptual, iteratively regularized numerical schemes, for which we provide error bounds, and hence stopping criteria.

Speaker Bio: Dr. Charitha Cherugondi is a Visiting Assistant professor at IIT Indore. Her areas of research are Continuous optimization, Variational analysis. She did her MSc Mathematics from University of Hyderabad (2000-2002) and Ph.D. from IIT Kanpur between (2002-2009). She worked as an Assistant Professor at NIT Calicut (2009-2011) and as a PostDoc at the University of Goettingen, Germany (2011-2015).