CAM colloquium - Friday, March 7
3:30 p.m.
655 Rhodes Hall

Speaker: Andrew R. Conn, IBM

 

Title: "Some Recent Work in Derivative Free Application"

 

Abstract: Derivative free methods are amongst the most commonly used optimization techniques in practise but it is absolutely essential that they balance the geomtry of sample points with efficiency. I will present a general framework for a trust region derivative free algorithm that, for the models, assumes only that they can be made to satisfy Taylor-like error bounds. The results have broader implications, for example to, second-order trust-region methods and the connection between geometry and a (scaled) basis matrix condition numbers and is of both theoretical and practical interest.

Joint work with Katya Scheinberg and Luis Vicente

 

 

Refreshments at 4:30 in 657 Rhodes Hall.