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Optimization Without Derivatives: Consensus and Controversies

Center for Applied Mathematical Sciences Distinguished Lecture Friday, October 9, 2009Reception: 3:00 p.m. - Lecture: 3:30 - 4:30 p.m.Ethel Percy Andrus Gerontology Center, Leonard Davis AuditoriumTitle: "Optimization Without Derivatives: Consensus and Controversies"Speaker: Margaret H. Wright, Courant Institute of Mathematical Sciences New York UniversityABSTRACT: Non-derivative methods for optimization have had a sometimes rocky relationship for more than 50 years with applied mathematicians who specialize in optimization. Although practitioners have never wavered in their fondness for non-derivative methods, their mathematical foundations were mostly lacking until the late 1980s. Since then, significant progress has been made concerning theoretical underpinnings, but several perplexing mysteries remain. In addition, there has been continuing and lively controversy about which methods are ``most effective''on real-world applications, with disagreements about both the selection of test problems and the choice of criteria for assessing computational results. This talk will briefly survey the current state of the art, trying along the way to highlight a few of the interesting open questions.

Location: Ethel Percy Andrus Gerontology Center (GER) - Auditiroum

Audiences: Everyone Is Invited

Contact: Georgia Lum

This event is open to all eligible individuals. USC Viterbi operates all of its activities consistent with the University's Notice of Non-Discrimination. Eligibility is not determined based on race, sex, ethnicity, sexual orientation, or any other prohibited factor.

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