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Christine Shoemaker

2008-11-11
11:10:00 - 12:00:00

ORBIT, and GORBIT: Derivative-Free Trust-Region Radial Basis Function Algorithms for Local and Global Optimization

405 , Mathematics Research Center Building (ori. New Math. Bldg.)

I will present a new derivative-free algorithm, ORBIT (Optimization by Radial Basis Function Interpolation in Trust Regions), for unconstrained local optimization. I'll also discuss GORBIT, which is an extension of ORBIT for global optimization problems. ORBIT and GORBIT are designed for computationally expensive functions (e.g. simulation models), for which a large number of function evaluations are not computationally feasible. We present numerical results for a number of functions and simulation models, including watershed calibration and optimization of a partial differential equation model for decontamination of groundwater. This is joint work with Stefan Wild and Rommel Regis