[NOVA Math] Seminar of Operations Research

The Center of Mathematics and Applications (NOVA Math), promote the Seminar of Operations Research with the title: “Worst-Case Complexity in Single-Objective and Multi-Objective Optimization”.  Rohollah (Nima) Garmanjani (NOVA Math) is the speaker.

Abstract: This talk examines the worst-case complexity in continuous optimization, defined as the computational effort required by an algorithm, in the worst-case scenario, to reduce a stationarity measure below a given positive threshold. We begin with an overview of foundational concepts and key results in worst-case complexity. Next, we delve into recent findings on the complexity of directional direct-search methods for nonsmooth unconstrained problems. Moving to the domain of multi-objective optimization, we highlight its distinctive challenges and recent advances. Finally, we analyze the worst-case complexity of a trust-region algorithm for solving (strongly) convex smooth unconstrained problems.

Wednesday, 29 January 2025, at 14:00.

Location: Lab 2.2, building VII.