UNIVERSIDADE FEDERAL DO RIO DE JANEIRO (UFRJ)
COPPE - PROGRAMA DE ENGENHARIA DE SISTEMAS E COMPUTAÇÃO
INSTITUTO DE MATEMÁTICA - MATEMÁTICA APLICADA
Conferência em português com slides em inglês.
Professor Geovani Grapiglia
Université Catholique de Louvain (Louvain-la-Neuve)
Bélgica
Title: Recent Advances on Derivative-Free Optimization
Abstract: Optimization problems are ubiquitous in Applied Mathematics. They appear in decision making problems, in the design of efficient devices and also in the calibration of mathematical models. Iterative methods for nonlinear optimization generate sequences of approximations obtained by the minimization of simpler local models. In standard optimization methods, local models are built using derivatives of the functions that define the problem. However, in many practical situations these derivatives are not readily available. This happens, for example, when the function values are obtained as the result of some blackbox computer simulation. These problems can be addressed using Derivative-Free Optimization methods, which are methods that rely only on function evaluations. In this talk I will present some recent results about the worst-case complexity of derivative-free methods.
Data: 07 de março de 2024 (quinta-feira).
Horário: 10h00 horas.
Sala: H-324B, terceiro andar, Bloco H, Centro de Tecnologia, UFRJ, Fundão.
Responsável: Nelson Maculan, Professor Emérito da UFRJ.
