Séminaire Juanlu Jimenez

Jeudi 26 Février 2015 (14h00, G001) (Séminaire commun LITIS-LMAH)

Juanlu Jimenez, Le Havre.

Titre : Derivative-free optimization: motivations, review and an ongoing proposal.

Résumé : Derivative-free optimization (DFO) is a research area that aims at solving problems where derivatives of the objective function are unknown.

This seminar will first motivate the relevance of this field of study. Then it will survey some of the current approaches in DFO before introducing some of our own works in the area. In particular, the presentation will focus on an ongoing proposal that has been our subject of research for the last months: applying simplex derivatives as a method to approximate the real gradient of a function.