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Stephan Rave

Sven Ullmann (Uni Münster): A Trust-Region framework for Optimization using Hermite Kernel surrogate models

Wednesday, 05.11.2025 14:15 im Raum M5

Mathematik und Informatik

In this talk, we present a trust-region optimization framework that employs Hermite kernel surrogate models. The method targets optimization problems with computationally demanding objective functions, for which direct optimization is often impractical due to expensive function evaluations. To address these challenges, we leverage a trust-region strategy, where the objective function is approximated by an efficient surrogate model within a local neighborhood of the current iterate. In particular, we construct the surrogate using Hermite kernel interpolation and define the trust-region based on bounds for the interpolation error. As mesh-free techniques, kernel-based methods are naturally suited for medium- to high-dimensional problems. Furthermore, the Hermite formulation incorporates gradient information, enabling precise gradient estimates that are crucial for many optimization algorithms. We prove that the proposed algorithm converges to a stationary point, and we demonstrate its effectiveness through numerical experiments.



Angelegt am 17.09.2025 von Stephan Rave
Geändert am 26.10.2025 von Stephan Rave
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Oberseminar Numerik