University of British Columbia Okanagan July 8th to 11th

Optimization Summer School

The optimization workshop will feature three topics:

  1. Derivative-Free optimization with Dr. Warren Hare
  2. Surrogate modelling and global optimization techniques with Dr. Jason Loeppky
  3. Computational Convex Analysis with Dr. Yves Lucet

COCANA Optimization Programming Competition.

Outline: Working in teams of up to 3, competitors will develop an optimization software package capable of finding the minimizer of an objective function $f(x)$ over the box constraint set $[0,1]^d$, where $d$ is the problem dimension.  The software should be capable of working in any dimension, and must only require function values during the minimization process.

At 11am on Wed July 8th, each team will be given several black-box functions* and a total of 1800s CPU time to test their algorithm. CASH PRIZES will be awarded based on the best solutions found.  (Prizes generously provided by UBC Okanagan departments of Computer Science, Mathematics, Statistics, and Physics.)

*Several test functions will be provided on Monday to help competitors test format compatibility.

Schedule

The following is a tentative schedule that is subject to change. Please check back for updates as the workshop approaches.

Time Monday, July 6 Tuesday, July 7 Wednesday, July 8
9:00-9:30 Free Time Derivative Free Optimization & Surrogate Lab SCI 126 Derivative Free Optimization & Surrogate Lab FIP 129
9:30-10:00
10:00-10:30 Derivative Free Optimization Lecture SCI 396
10:30-11:00
11:00-11:30 Derivative Free Optimization & Surrogate Contest FIP 129
11:30-12:00
12:00-12:30 Free Time Free Time Lunch & Contest Prizes FIP 121
12:30-1:00
1:00-1:30 Surrogate modelling Lecture SCI 396 Computational Convex Analysis Lecture SCI 236
1:30-2:00 Free Time 
2:00-2:30 Computational Convex Analysis Lab SCI 126
2:30-3:00
3:00-3:30 Free Time
3:30-4:00
4:00-4:30 Free Time
4:30-5:00
5:00-5:30 Open Lab FIP 129 Open Lab SCI 126
5:30-6:00
6:00-6:30
6:30-7:00
7:00-7:30
7:30-8:00
8:00-8:30
8:30-9:00
9:00-9:30
9:30-10:00