Back to Departmental Colloquium: Fall 2023
Departmental Colloquium
Date: Thursday, Nov 9, 2023
Time: 4:00PM - 5:00PM
Location: JWB 335
Matt Menickelly
Argonne National Laboratory
Title |
Exploiting Structure in (Derivative-Free) Composite Nonsmooth Optimization |
Abstract |
We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems. These methods are specially designed for objectives that are some algebraically specified (nonsmooth) mapping of a vector of outputs from a computationally expensive (black-box) function. We provide rigorous convergence analysis and guarantees, and test the implementations on synthetic problems, and on motivating problems from a wide range of applications relevant to the Department of Energy Office of Science. For this particular presentation, I will also provide introduction to the larger field of (model-based) black-box optimization. |
Applied Mathematics
AWM Speaker Series