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GERAD seminar

Gradient and Hessian Approximations for Model-based Blackbox Optimization


Apr 12, 2023   09:00 AM — 10:00 AM

Warren Hare The University of British Columbia, Canada

Warren Hare

Presentation on YouTube.

A blackbox is a function that provides output without explanation of how the output was constructed. One common strategy for optimization involving blackbox functions is to numerically approximate gradients and/or Hessians and use these approximations in a classical method. In this talk, we examine the mathematical theory behind such an approach. We discuss classical and novel approximation techniques for blackbox functions. And, we illustrate the results on a case study from an application in Medical Physics.

Charles Audet organizer


Hybrid seminar at GERAD
Zoom et salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour

Montréal Québec H3T 1J4

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