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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.
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.
Joint work with Raghu Bollapragada, Wendy Di, Jeff Larson, and Matt