BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Yiwen Chen (UBC-O hosted) (UBC Okanagan) DTSTART:20240404T210000Z DTEND:20240404T220000Z DTSTAMP:20260513T185903Z UID:SFUOR/32 DESCRIPTION:Title: Q -fully quadratic modeling and its application in a random subspace derivat ive-free method\nby Yiwen Chen (UBC-O hosted) (UBC Okanagan) as part o f PIMS-CORDS SFU Operations Research Seminar\n\nLecture held in ASB 10908. \n\nAbstract\nDerivative-free optimization (DFO) methods are a class of op timization methods that do not use the derivatives of the objective or con straint functions. Model-based DFO methods are an important class of DFO methods that are known to struggle with solving high-dimensional optimizat ion problems. Recent research has shown that incorporating random subspac es into model-based DFO methods has the potential to improve their perform ance on high-dimensional problems. However\, most of the current theoretic al and practical results are based on linear approximation models due to t he complexity of quadratic approximation models. In this talk\, we propose a random subspace derivative-free trust-region algorithm based on quadrat ic approximations. Unlike most of its precursors\, this algorithm does not require any special form of objective function. We study the geometry of sample sets\, the error bounds for approximations\, and the quality of sub spaces. In particular\, we provide a technique to construct Q-fully quadra tic models\, which is easy to analyze and implement. We present an almost- sure global convergence result of our algorithm and give an upper bound on the expected number of iterations to find a sufficiently small gradient. We also develop numerical experiments to compare the performance of our al gorithm using both linear and quadratic approximation models. The numerica l results demonstrate the strengths and weaknesses of using quadratic appr oximations.\n LOCATION:https://researchseminars.org/talk/SFUOR/32/ END:VEVENT END:VCALENDAR