LANS Seminar

Seminar Title: A New Two-dimensional Model-based Subspace Method for Large-scale Unconstrained Derivative-free Optimization: 2D-MoSub

Speaker: Pengcheng Xie, Ph.D. candidate supervised by Prof. Ya-xiang Yuan at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences.

Date/Time: December 6, 2023/ 10:30 AM-11 :30 AM
Location: See Meeting URL on the cels-seminars website which will require an Argonne login.

Host: Sven Leyffer

Description: This talk will introduce the method 2D-MoSub, which is a novel derivative-free optimization (DFO) method based on the subspace method for general unconstrained optimization and especially aims to solve large-scale DFO problems. 2D-MoSub combines 2-dimensional quadratic interpolation models and trust-region techniques to iteratively update the points and explore the 2-dimensional subspace. The framework of 2D-MoSub includes constructing the interpolation set, building the quadratic interpolation model, performing trust-region trial steps, and updating the trust-region radius and subspace. Numerical results demonstrate the effectiveness and efficiency of 2D-MoSub.

Bio: Pengcheng Xie is a Ph.D. candidate supervised by Prof. Ya-xiang Yuan at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences. He has been a visiting student at Georgia Institute of Technology and the University of Alberta. He was selected as one of the gifted young students by the Chinese government. His main research interests include mathematical optimization, numerical analysis, operations research, control, and machine learning. His papers appeared in international journals and conferences such as the Chinese Annals of Mathematics and the American Control Conference. He delivered talks at ICIAM 2023 and CSIAM 2022. In addition to the theoretical contribution, he designed derivative-free optimization methods 2D-MoSub, NEWUOA-Trans, and SUSD-TR. He is the recipient of the Hua Loo-keng Prize and has served as the president of the SIAM Student Chapter at the Chinese Academy of Sciences.