Derivative free algorithms for large scale nonsmooth global optimization and their applications
Mathematical programming is a rich and well advanced area of operations research. However, there are still many challenging problems in mathematical programming. Large scale problems of global and non-smooth optimization and problems of optimization without gradient (sub-gradient) information are among them. All these problems have many practical applications and in particular data mining. This project aims to develop new derivative free algorithms for solving large scale global and non-smooth optimization problems, exploiting their special structure, as well as to develop new algorithms for solving clustering, supervised data classification problems in large data sets, and resource allocation problems.
Research Group: Mathematical Analysis and Optimization Research Group (MAORG)
Project Leader: Dr Adil Bagirov
CIAO members involved in project:
Value of Project: $554,000
Grant/Project Number: ARC Discovery Project DP0666061
Commencement date: 2006
Proposed completion date: 2010
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