Solution methods for optimization problems
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: - Public staff: 900 € - CERFACS shareholders/CNRS/INRIA staff: 450 € - Students: 150 € |
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| Program |
| (Every day from 9h to 17h30) |
| The program will be adapted and completed after the analysis of participants' needs. |
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