Seminar Details
2026-04-14 (14:00) : High order deterministic and stochastic optimization without evaluating the objective function
At Euler building (room A.002)
Organized by Mathematical Engineering
Speaker :
Philippe Toint (Université de Namur)
Abstract :
We first motivate OFFO methods, that is methods for optimization without computing the objective function's value. We then show that such methods are applicable for unconstrained minimization of nonconvex functions (both in the deterministic and stochastic frameworks) and give a few examples from deep learning applications. We then move on to the case where the problem has general equality and inequality constraints, propose an OFFO algorithm for this case and analyze its global convergence rate in the deterministic case. We conclude by presenting some numerical illustration of the proposed method. This is a Joint work with S. Gratton, S. Bellavia and B. Morini.