LANS Seminar

Seminar Title: Optimizing Fusion Simulations with Some Available Derivatives

Speaker: Evan Toler, Postdoctoral Researcher, Mathematics and Computer Science Division at Argonne National Laboratory

Date/Time: Thursday, January 23, 2025/ 2:30 PM – 3:30 PM (In-Person)
Location: See Meeting URL on the cels-seminars website which will require an Argonne login.

Description: In the taxonomy of optimization problems, derivative-based methods can typically be used only when the full gradient of the objective function is available. However, for some objectives, the full gradient may not be available, but some components are. In this talk, we describe an extension to derivative-free optimization algorithms that takes advantage of the limited available derivative information in this scenario. We present a trust-region algorithm with objective function models based on Hermite interpolation. The method reduces to the classical derivative-free method with models based on Lagrange interpolation when no derivatives are available. We analyze the convergence properties of this algorithm, and demonstrate numerical performance both on synthetic problems and on applications within the magnetic confinement fusion community.

Bio: Evan Toler is a postdoctoral researcher in the Mathematics and Computer Science Division at Argonne National Laboratory. He received his PhD in mathematics from the Courant Institute of Mathematical Sciences at New York University, where he was supported by an NSF Graduate Student Fellowship. His research interests are in numerical methods and optimization for systems governed by partial differential equations. He is particularly interested in applications in magnetic confinement fusion.

Please note that the meeting URL for this event can be seen on the cels-seminars website which requires an Argonne login.