Wednesday 22 May 2013 h. 15:00, room 2BC30

Francesco RINALDI (Padova, Dip. Mat.)

"A class of derivative-free nonmonotone algorithms for unconstrained optimization"

Abstract

Derivative-free methods represent a widely-used tool for solving problems where first order information is unavailable, unreliable, or impractical to obtain (for instance when the objective function is expensive to evaluate or somewhat noisy). In this talk, we first provide some basics on derivative-free optimization. Then, we present a class of derivative-free unconstrained minimization algorithms employing nonmonotone inexact linesearch techniques along a set of suitable search directions. In particular, we define globally convergent nonmonotone versions of some well-known derivative-free methods and we describe an algorithm combining coordinate rotations with approximate simplex gradients.

Rif. int. C. Marastoni, T. Vargiolu