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“Meet a GERAD researcher!” seminar

The optimization plow horse

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Apr 18, 2017   03:30 PM — 04:30 PM

Charles Audet Full professor, Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada

Some problems do not possess the required structure to be addressed by traditional optimization methods. In this presentation, we focus on situations where the evaluation of the functions to be minimized and those bounding the feasible region are assessed by running a computer simulation, expensive in terms of computational time. These functions are usually nonsmooth, discontinuous, and may even be contaminated by numerical noise. We will present a brief history of direct-search methods designed for these blackbox optimization problems, and their convergence analysis using nonsmooth calculus. We will also discuss the use of surrogate functions and the development of models. We will also list research activities conducted here at GERAD.


Coffee and biscuits will be offered at the beginning of the seminar.
Welcome to everyone!

Guy Desaulniers organizer

Location

Room 4488
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

Research Axis

Research application