Blackbox Optimisation Algorithms
Lindon Roberts (University of Sydney)
Abstract: Numerical optimisation - being able to find maxima/minima of functions - is an important part in numerical analysis, with many applications across different disciplines. This problem becomes much harder if only limited information about the functions is available - no analytic expression and/or no exact function values available, for example. In this case, specialised techniques known as 'blackbox optimisation' must be used. In this talk, I will give an overview of some useful techniques for blackbox optimisation and some recent work on improving the scalability of these techniques using tools from random matrix theory.
Mathematics
Audience: researchers in the topic
Series comments: This seminar series aims to facilitate sharing and learning about the research of our fellow staff members. Early and mid-career researchers will present a broader context of their work which should be accessible and relatable to the entire School community. Seminars will be held in-person, followed by a friendly gathering and refreshments in the SMRI common room or out on the terrace (weather permitting). Everyone is warmly invited.
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