Derivative-free optimisation methods for nonlinear least-squares problems

30 May 2017
14:00
Lindon Roberts
Abstract

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.

  • Numerical Analysis Group Internal Seminar