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Hybrid seminar: Gradient and Hessian Approximations for Model-based Blackbox Optimization

Hybrid seminar: Gradient and Hessian Approximations for Model-based Blackbox Optimization
Séminaire du GERAD

Gradient and Hessian Approximations for Model-based Blackbox Optimization

12 avril 2023   9 h 00 — 10 h 00

Warren Hare Université de la Colombie-Britannique, Canada

Séminaire en format hybride au local 4488 du GERAD ou Zoom.

A blackbox is a function that provides output without explanation of how the output was constructed. One common strategy for optimization involving blackbox functions is to numerically approximate gradients and/or Hessians and use these approximations in a classical method. In this talk, we examine the mathematical theory behind such an approach. We discuss classical and novel approximation techniques for blackbox functions. And, we illustrate the results on a case study from an application in Medical Physics.

Date

Wednesday April 12, 2023
Starts at 9:00

Price

gratuit

Contact

Place

Séminaire hybride au GERAD
Salle 4488 ou Zoom
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour
Montréal Québec H3T 1J4
Canada

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