Cerfacs Enter the world of high performance ...

From 12 June 2017 to 14 June 2017

Solution methods for optimization problems

nasri |  

Announced
Deadline for registration: 15 days before the starting date of each training
Duration : 3 days / (21 hours)

CANCELLED

 

 

Abstract

In this training course, modern methods for solving optimization problems are detailed. Newton or Quasi-Newton methods for the solution of unconstrained minimization problems are first addressed. Globalization techniques such as trust region methods or adaptive cubic regularization are then detailed. Methods for solving problems without derivatives and problem with general constraints are also outlined. Finally, the solution of nonlinear least-squares problems arising in large-scale inverse problems with application to Earth sciences are reviewed.

Target participants

Engineers, physicists, computer scientists and numerical
analysts who wish to develop basic knowlegde to solve optimisation problems.

Prerequisites

Basic knowledge in linear algebra, numerical analysis and geometry.

Scientific contact : Serge GRATTON

Fee

  • Trainees/PhDs/PostDocs : 150 €
  • CERFACS shareholders/CNRS/INRIA : 450 €
  • Public : 900 €

Program

(Every day from 9h to 17h30)

Day 1

  1. Examples of industrial optimization problems.
  2. Crucial points for optimization problems modeling: characteristics of the cost function and constraints, importance of the convexity, scaling of the variables and curse of dimensionality for global optimization.
  3. Optimality conditions for unconstrained optimization problems.
  4. Hands on exercises in Matlab
  5. Reverse amphi: the participants introduce their optimization issues and the training team proposes possible relevant solution methods.

Day 2

  1. Theory of Lagange multipliers for constrained optmisation.
  2. Optimisation methods using interior or exterior penalty approaches and projection approaches.
  3. Hands on session in Matlab: augmented Lagrangian method.
  4. Reverse amphi: the participants introduce their optimization issues and the training team proposes possible relevant solution methods.

Day 3

  1. Derivative free optimisation in 1D.
  2. Generalization and introduction to model-based and direct-search methods.
  3. Hands on exercises in Matlab.

NEWS

IMFT and CERFACS win a second ERC (European Research Council) advanced grant in combustion !

superadmin |  3 April 2019

The latest results of the 2018 ERC have been announced: IMFT (Institut de Mécanique des Fluides de Toulouse) and CERFACS have won a second ERC advanced grant in the field of combustion: . This 2.5 Meuro grant will allow to study hydrogen combustion for the storage of renewable energies...Read more


Catherine Lambert, new member of National Academy of Technologies of France

nasri |  8 March 2019

Each year, the Academy recruits new  members in order to enlarge  or enhance its scope of reflection and action, this being carried out within a rigorous recruitment process which focuses on people's excellence and on the visibility of their works in Europe and...

Read more

ALL NEWS