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DTSTART:20161030T030000
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DTSTART:20160327T020000
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UID:calendar.7338.field_data.0@www.ugovricerca.uniroma1.it
DTSTAMP:20260407T231522Z
CREATED:20160627T221414Z
DESCRIPTION:Trust-region methods are a broad class of methods for continuou
 soptimization that finds application in a variety of problemsand contexts.
  The basic principle consists of iteratively optimizinga model of the obje
 ctive function in a restricted region. In particular\,they have been studi
 ed and applied for problems without using derivatives\,where models are bu
 ilt solely by sampled function values.Trust-region derivative-free methods
  are guaranteed toconverge for deterministic smooth functions\, in the sen
 seof generating a sequence or run of iterates converging to criticality(of
  first and second order type). Such a convergence is calledglobal as there
  is no assumption on the starting point.It has also been proved that the o
 rder of complexity\, or theglobal rate in which criticality decays\, match
 es thederivative-based case.In the deterministic non-smooth case\, and giv
 en some knowledgeof the non-smooth structure\, it is possible to design gl
 oballyconvergent approaches with appropriated complexity\, either bysmooth
 ing the original function in some parametrized way or bymoving a compositi
 ve non-smooth structure directly to thetrust-region subproblem.Trust-regio
 n methods can be based as well on probabilistic modelsof the objective fun
 ction\, thus considering the derivative-freecase where sample points are r
 andomly generated. Such methodsexhibit similar properties of convergence a
 nd complexity as thoseusing deterministic models\, now not for all runs bu
 t for aa set of those that occurs with probability one.Finally\, we are ob
 serving now the first attempts for thestochastic case\, where the objectiv
 e function can only beobserved\, and possibly approximated by sample avera
 ging.This talk will attempt to overview all such developments andpoint out
  what still remains unknown.
DTSTART;TZID=Europe/Paris:20160628T143000
DTEND;TZID=Europe/Paris:20160628T143000
LAST-MODIFIED:20200521T211813Z
LOCATION:Aula A4 - DIAG Via Ariosto
SUMMARY:SEMINARIO: Recent Progress on Derivative-Free Trust-Region Methods 
 - Prof. Luis Nunes Vicente\, University of Coimbra
URL;TYPE=URI:http://www.ugovricerca.uniroma1.it/node/7338
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