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22 février 2016

Indéfini
Heure et lieu: 
11h, salle de réunion, bâtiment 210
Nom intervenant: 
Youssef Diouane
Titre: 
Globally convergent evolution strategies with application to an Earth imaging problem in geophysics.
Résumé: 

In recent years, there has been significant and growing interest in Derivative-Free Optimization (DFO). This field can be divided into two categories: deterministic and stochastic. Despite addressing the same problem domain, only few interactions between the two DFO categories were established in the existing literature. In this thesis, we attempt to bridge this gap by showing how ideas from deterministic DFO can improve the efficiency and the rigorousness of one of the most successful class of stochastic algorithms, known as Evolution Strategies (ES’s). We propose to equip a class of ES’s with known techniques from deterministic DFO. The modified ES’s achieve rigorously a form of global convergence under reasonable assumptions. By global convergence, we mean convergence to first-order stationary points independently of the starting point. The modified ES’s are extended to handle general constrained optimization problems. Furthermore, we show how to significantly improve the numerical performance of ES’s by incorporating a search step at the beginning of each iteration. In this step, we build a quadratic model using the points where the objective function has been previously evaluated. Motivated by the recent growth of high performance computing resources and the parallel nature of ES’s, an application of our modified ES’s to Earth imaging geophysics problem is proposed. The obtained results provide a great improvement to known solutions of this problem.

Année: 
2016
Organisme intervenant: 
ISAE - SupAéro
Date du jour: 
Lundi, Février 22, 2016


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