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Stefan M. Wild: Robust Design and Optimization with Missing Derivatives
Kdy: 11/03/2021 17:00 - 11/03/2021 19:00
Kde: Online via Zoom
Many science and engineering problems involve models, objectives, and
constraints that are available only by observation or simulation.
constraints that are available only by observation or simulation.
Consequently, derivative information is often incomplete. We
review algorithms for so-called derivative-free (or "zero-order")
optimization and illustrate ways that mathematical structure can be
exploited to significantly improve performance in a variety of
real-world settings.
review algorithms for so-called derivative-free (or "zero-order")
optimization and illustrate ways that mathematical structure can be
exploited to significantly improve performance in a variety of
real-world settings.
Joint work with Raghu Bollapragada, Wendy Di, Jeff Larson, and Matt
Menickelly.
Menickelly.
Society for Industrial
and Applied Mathematics
Charles University
Charles University Chapter of SIAM