19th Simon Stevin Lecture on Optimization in Engineering
"Optimization Without Derivatives: Consensus and Controversies"
Margaret WrightComputer Science Department
Courant Institute of Mathematical Sciences
New York University
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postervideoAbstract
Non-derivative methods for optimization have been widely used with notable success in science and engineering for at least 50 years. Although their mathematical foundations were mostly lacking until the late 1980s, research on the theoretical and computational properties of old and new non-derivative techniques has flourished since then, and continues to grow. A notable feature of this research field is lively disagreement about which methods are ``most effective'', in part because several mathematical questions are unresolved (and perhaps unresolvable). This talk will briefly survey the current state of the art, trying along the way to highlight a few of the interesting open mathematical questions.
Biographical Information
Margaret H. Wright is Silver Professor of Computer Science and Mathematics in the Courant Institute of Mathematical Sciences, New York University. She received her B.S. (Mathematics) and M.S. and Ph.D. (Computer Science) from Stanford University. Her research interests include optimization, scientific computing, and optimization in real-world applications. Prior to joining NYU, she worked at Bell Laboratories (Lucent Technologies), where she was named as a Bell Labs Fellow. She was elected to the National Academy of Engineering (1997), the American Academy of Arts and Sciences (2001), and the National Academy of Sciences (2005). During 1995-1996 she served as president of the Society for Industrial and Applied Mathematics (SIAM), and she has chaired advisory committees for several mathematical sciences institutes and government agencies. In 2000, she received an honorary doctorate in Mathematics from the University of Waterloo, and she was named as an honorary doctor of technology by the Swedish Royal Institute of Technology in 2008.
About the Lecture Series:
The "Simon Stevin Lecture Series on Optimization in Engineering" is set up in order to promote optimization in engineering. For this aim, every quarter of the year an outstanding international scholar is invited to report on latest progress in the development of optimization algorithms and their applications in engineering.
Simon Stevin (1548-1620) was a Flemish mathematician and engineer. Among other, he helped to advance the use of decimal fractions, was the first to explain the tides by the attraction of the moon, and discovered the hydrostatic paradox. He made numerous inventions, among them a wind propelled carriage with sails, the "land yacht", which once impressed Prince Maurice of Orange as it moved faster than horses, in around 1600 on the beach between Scheveningen and Petten. Simon Stevin was fond of promoting the use of science in daily life and in craftmanship, and translated various mathematical terms into dutch. Among other, he introduced the dutch word for mathematics, "wiskunde".
