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Delaunay-Based Global Optimization Algorithms
Pooriya Beyhaghi
Flow Control Lab, Department of Mechanical Engineering, UCSD
Abstract:
A new class of derivative-free optimization algorithms is developed to solve, with remarkable efficiency, a range of practical nonconvex optimization problems whose function evaluations are computationally (or experimentally) expensive. These new algorithms, which are provably convergent under the appropriate assumptions, are response surface methods which iteratively minimize metrics based on an interpolation of existing datapoints and a synthetic model of the uncertainty of this interpolant, which itself is built on the framework of a Delaunay triangulation over the existing datapoints. Unlike other response surface methods, our algorithms can employ any well-behaved interpolation strategy.
Tuesday, May 3, 2016
11:00AM AP&M 2402
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Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Pooriya Beyhaghi
Flow Control Lab, Department of Mechanical Engineering, UCSD
Abstract:
A new class of derivative-free optimization algorithms is developed to solve, with remarkable efficiency, a range of practical nonconvex optimization problems whose function evaluations are computationally (or experimentally) expensive. These new algorithms, which are provably convergent under the appropriate assumptions, are response surface methods which iteratively minimize metrics based on an interpolation of existing datapoints and a synthetic model of the uncertainty of this interpolant, which itself is built on the framework of a Delaunay triangulation over the existing datapoints. Unlike other response surface methods, our algorithms can employ any well-behaved interpolation strategy.
Tuesday, May 3, 2016
11:00AM AP&M 2402