Solving 10,000-dimensional optimization problems using noisy function values
2024-06-12 08:00 — 13:00
地点 Venue
讨论室(539)
报告人 Speaker
Zaikun Zhang
单位 Affiliation
Hong Kong Polytechnic University
We re-introduce a subspace framework for solving problems of 10,000 variables based on noisy function values without using derivatives, including its convergence theory and numerical performance. Studied in Chapter 5 of [Zhang, On Derivative-Free Optimization Methods (in Chinese), PhD thesis, CAS, 2012] and presented in ICCOPT 2013 (Lisbon), it remains nearly unknown to the community. It was implemented by Zhang in MATLAB in 2011, ported to Module-3 by Nystroem (Intel) in 2017, and included in cm3 in 2019
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