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Thesis Defence: Q-fully quadratic modeling and its application in a random subspace derivative-free method

March 26 at 2:00 pm - 6:00 pm

Yiwen Chen

Yiwen Chen, supervised by Dr. Warren Hare and Dr. Amy Wiebe, will defend their thesis titled “Q-fully quadratic modeling and its application in a random subspace derivative-free method” in partial fulfillment of the requirements for the degree of Master of Science in Mathematics.

An abstract for Yiwen Chen’s thesis is included below.

Defences are open to all members of the campus community as well as the general public. Registration is not required for in person defences.


ABSTRACT

Model-based derivative-free optimization (DFO) methods are an important class of DFO methods that are known to struggle with solving high dimensional optimization problems. Recent research has shown that incorporating random subspaces into model-based DFO methods has the potential to improve their performance on high-dimensional problems. However, most of the current theoretical and practical results are based on linear approximation models due to the complexity of quadratic approximation models. This thesis proposes a random subspace trust-region algorithm based on quadratic 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 subspaces. In particular, we provide a technique to construct Q-fully quadratic 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 algorithm using both linear and quadratic approximation models. The numerical results demonstrate the strengths and weaknesses of using quadratic approximations.

Details

Date:
March 26
Time:
2:00 pm - 6:00 pm

Venue

University Centre (UNC)
3272 University Way
Kelowna, BC V1V 1V7 Canada
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Additional Info

Room Number
334
Registration/RSVP Required
No
Event Type
Thesis Defence
Topic
Research and Innovation, Science, Technology and Engineering
Audiences
Alumni, Community, Faculty, Staff, Families, Partners and Industry, Students, Postdoctoral Fellows and Research Associates