非线性最小二乘问题的无导数方法

2023.10.31

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):Derivative-free algorithms for nonlinear least squares problems (非线性最小二乘问题的无导数方法)

报告人 (Speaker):范金燕 教授(上海交通大学数学科学学院)

报告时间 (Time):2023年11月7日 (周二) 09:00

报告地点 (Place):校本部GJ303

邀请人(Inviter):徐姿 教授

主办部门:理学院数学系

报告摘要:In this talk we are concerned with nonlinear least squares problems for which the exact Jacobian is not available and replaced by a probabilistic or random model. Problems of this nature arise in important practical applications, such as the data assimilation in weather prediction and the estimation of the merit function in deep learning. We will present some derivative-free algorithms for such problems and show the almost sure global convergence and complexity of the algorithms.