报告题目：Solving 10,000-dimensional optimization problems using noisy function values

报告时间：2024年6月6日16:00-17:00

报告地点：龙洞校区行政楼610

报 告 人：张在坤 香港理工大学

摘要：We re-introduce a subspace framework for solving problems of 10,000 variables based on noisy function values without using derivatives, including its convergence theory and numerical performance. Studied in Chapter 5 of [Zhang, On Derivative-Free Optimization Methods (in Chinese), PhD thesis, CAS, 2012] and presented in ICCOPT 2013 (Lisbon), it remains nearly unknown to the community. It was implemented by Zhang in MATLAB in 2011, ported to Module-3 by Nystroem (Intel) in 2017, and included in cm3 in 2019 (https: //github.com/modula3/cm3/blob/master/caltech-other/newuoa/src/NewUOAs.m3).

张在坤博士 2007 年本科毕业于吉林大学，2012 年博士毕业于中国科学院， 目前任香港理工大学应用数学系助理教授。张在坤博士主要研究主要研究无导数优化方法，基于不精确信息的方法，随机化方法等。他主持香港－法国 PROCORE 研究项目一项，香港研究资助局 ECS 项目一项，GRF 项目三项，研究工作发表于 Mathematical Programming, SIAM Journal on Optimization, and SIAM Journal on Scientific Computing 等杂志。张在坤 2023 年入选国家级青年人才计划。