Experimental Optimization: the elephant in the room
 
 
Description:  Experimental optimization problems, though ubiquitous in the applied sciences, are a surprisingly underdeveloped field from the theoretical perspective. In this talk, we will define a canonical experimental optimization form, show how it is a generalization of the better-known derivative-free optimization problem, and then proceed to discuss the challenges in solving it. The theory behind the SCFO (“sufficient conditions for feasibility and optimality”) framework – the only tool currently available for solving such problems rigorously – will be reviewed, and several application examples will be given.
 
Date:  2013-10-09
Start Time:   14:30
Speaker:  Bunin Gene (EPFL, Lausanne, Switzerland)
Institution:  Laboratoire d'Automatique of the EPFL
Research Groups: -Numerical Analysis and Optimization
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