Seminar series
Date
Tue, 30 May 2017
14:00
14:00
Location
L5
Speaker
Lindon Roberts
Organisation
Mathematical Institute
Derivative-free optimisation (DFO) algorithms are a category of optimisation methods for situations when one is unable to compute or estimate derivatives of the objective, such as when the objective has noise or is very expensive to evaluate. In this talk I will present a flexible DFO framework for unconstrained nonlinear least-squares problems, and in particular discuss its performance on noisy problems.