Abstract: From minimizing construction costs to maximizing image quality, optimization arises naturally in virtually every field of modern research. In many of these applications, the objective function is provided by a blackbox or simulation. Derivative-free algorithms (DFA) provide powerful tools to solve such problems. In this workshop, we introduce the basics of DFA, including several examples of their usage. We expand further by including recent research results and future directions of DFA.
31st October will cover:
– What is BBO and DFA?
– Basics of Direct-search methods
– Recent advancements in p-bases
4th November will cover:
– Basics of Model-based methods
– Constructing models
– Future of DFA
Speaker Bio: Dr. Warren Hare is a Full Professor of Mathematics at the University of British Columbia, Canada. He serves as an Associate Editor with Set Valued and Variational Analysis and the Pacific Journal of Optimization. He is co-author of the book Derivative-Free and Blackbox Optimization and co-winner of the EURO excellence in practice prize.