Stats, Optimization, and Machine Learning Seminar - Nathaniel Mathews
Nathaniel Mathews, Department of Applied Mathematics, University of Colorado Boulder
discussion of paper "Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions"
The authors (Regis et al.) propose an iterative response-surface model for optimization which is well suited to nonlinear constraints on nonconvex objectives, and is meant to allow relatively fast optimization for high-dimensional problems. We will discuss this paper.
References:
"Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions" by Regis, Rommel G; Shoemaker, Christine A. Journal of Global Optimization; Dordrecht Vol. 31, Iss. 1, (Jan 2005): 153-171. https://search.proquest.com/docview/194645990
For a larger context, see Gutmann 2001 https://search.proquest.com/docview/194642145
And an extension, by the same author: Regis 2011: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.711.8008&rep=rep1&type=pdf
Tuesday, April 10, 2018 at 3:30pm to 4:30pm
Engineering Center, ECCR 257
1111 Engineering Drive, Boulder, CO 80309
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- Applied Mathematics
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