Session: Recent progresses in derivative-free optimization II
Chair: Jeffrey Larson
Cluster: Derivative-free Optimization
Talk 1: Some Available Derivative (SAD) Optimization
Speaker: Jeffrey Larson
Abstract: Many practical optimization problems involve objective functions where gradient information is unavailable or expensive to compute for certain variables but is readily available for other variables. This talk presents an optimization method that effectively incorporates available partial gradient information with state-of-the-art derivative-free optimization methods. We introduce a new algorithm tailored to this setting, demonstrate its effectiveness through numerical experiments, and discuss its application to optimizing fusion stellarator designs, where coil parameter gradients are accessible, but plasma parameter gradients are not.
Talk 2: Barycenter of weight coefficient region of least norm updating quadratic models with vanishing trust-region radius
Speaker: Pengcheng Xie
Abstract: Derivative-free optimization problems, where objective function derivatives are unavailable, can be addressed using local quadratic models within a trust-region algorithm. We propose a model updating approach when high accuracy is demanded, such as when the trust-region radius vanishes. Our approach uses the barycenter of a particular coefficient region and is shown to be advantageous in numerical results.
