AQFC2015

Optimizing structured problems without derivatives and other new developments in the BFO package

published by seadmin on Mon, 02/27/2017 - 19:02
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      Department of Systems Engineering and Engineering Management
                             The Chinese University of Hong Kong
 
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Date: 4:30pm to 5:30pm, Mar. 3, 2017 (Friday)
 
Title: Optimizing structured problems without derivatives and other new developments in the BFO package
 
Speaker:  Professor Philippe Toint, Department of Mathematics, The University of Namur
 
Abstract:
 
The talk will discuss  the motivation of the BFO derivative free code and will present some of its new features.  In particular, new results  on structured problems illustrate that it is possible to solve relatively large problems with the algorithm.  Other issues will also be briefly discussed such as categorical variables. This is a joint work with Margherita Porcelli.
 
 
Biography:
 
Philippe L. Toint received his Ph.D. in 1978 under the guidance of Prof M.J.D. Powell in University of Cambridge. He was appointed as lecturer at the University of Namur in 1979 where he  became associate professor in 1987 and full professor in 1993. Since 1979, he has been the co-director of the Numerical Analysis Unit and director of the Transportation Research Group in this department. He was in charge of the University Computer Services from 1998 to 2000 and director of the Department of Mathematics from 2006 to 2009. He currently serves as Vice-rector for Research and IT for the university. His research interests include numerical optimization, numerical analysis and transportation research. He has published four books and more than 280 papers and technical reports. He was elected as SIAM Fellow (2009), he was also awarded the Beale-Orchard-Hayes Prize (1994, with Conn and Gould)) and the Lagrange Prize in Continuous Optimization (2006, with Fletcher and Leyffer). He is the past Chairman (2010-2013) of the Mathematical Programming Society.
 
This seminar is hosted by Prof. Shiqian Ma.
 
Everyone is welcome to attend the talk!
 
 
 
Venue: Room 513,
      William M.W. Mong Engineering Building (ERB),
      The Chinese University of Hong Kong.
 
SEEM-5202 Website: http://seminar.se.cuhk.edu.hk
Date: 
Friday, March 3, 2017 - 08:30 to 09:30