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SUMMARY:Warren Hare (UBC-O hosted) (UBC Okanagan)
DTSTART:20240111T220000Z
DTEND:20240111T230000Z
DTSTAMP:20260513T201632Z
UID:SFUOR/29
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/SFUOR/29/">E
 xpected Decrease for Derivative-free Algorithms Using Random Subspaces</a>
 \nby Warren Hare (UBC-O hosted) (UBC Okanagan) as part of PIMS-CORDS SFU O
 perations Research Seminar\n\nLecture held in ASB 10908.\n\nAbstract\nDeri
 vative-free algorithms seek the minimum of a given function based only on 
 function values queried at appropriate points. Their performance is known 
 to worsen as the problem dimension increases.\n   \nRecent advances in dev
 eloping randomized derivative-free techniques have tackled this issue by w
 orking in low-dimensional subspaces that are drawn at random in an iterati
 ve fashion.  In this talk\, we present analysis for derivative-free algori
 thms that employing random subspaces to obtain understanding of the expect
 ed decrease achieved per function evaluation.\n
LOCATION:https://researchseminars.org/talk/SFUOR/29/
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