Frank E. Curtis (Lehigh University)
Title:听Algorithms for Deterministically听Constrained听Stochastic听Optimization.
础产蝉迟谤补肠迟:听I will present the recent work by my research group on the design, analysis, and implementation of algorithms for solving nonlinear optimization problems that involve a听stochastic听objective function and deterministic听constraints.听 The talk will focus on our sequential quadratic optimization (commonly known as SQP) methods for cases when the听constraints听are defined by nonlinear systems of equations, which arise in various applications including optimal control, PDE-constrained听optimization, and network optimization problems.听 One might also consider our techniques for training machine learning (e.g., deep learning) models with听constraints.听 I will also discuss the various extensions that my group is exploring along with other related open questions.
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To register contact : appliedseminars [at] math.mcgill.ca
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