Argonne National Laboratory




 
Stefan Wild
Mathematics and Computer Science Division
Argonne National Laboratory
9700 S. Cass Avenue
Bldg. 240, 1154
Argonne, IL 60439
(630) 252-9948 - phone
(630) 252-5986 - fax
wild (at) mcs.anl.gov - email

I am an Assistant Computational Mathematician in the Laboratory for Advanced Numerical Simulations (LANS) and a Fellow in the Computation Institute at the University of Chicago. I work in the area of optimization and focus on problems involving complex simulations.


 
Previously:
Director's Postdoctoral Fellow at Argonne, September 2008-2010
DOE Computational Science Graduate Fellow (CSGF)
Ph.D & MS, Operations Research, Cornell University, January 2009
MS & BS, Applied Mathematics, Univ. of Colorado, May 2003
 
Preprints:
× "Non-intrusive Termination of Noisy Optimization." With Jeffrey Larson. To appear in Optimization Methods and Software, 2012. [More information]
× "Estimating Derivatives of Noisy Simulations." With Jorge Moré. To appear in ACM Transactions on Mathematical Software, 2012. [More information]
¤ "Obtaining Quadratic Models of Noisy Functions." With Aswin Kannan. In preparation, November 2011. [More information]
¤ "An Experimental Study of Global and Local Search Algorithms in Empirical Performance Tuning" With Prasanna Balaprakash and Paul Hovland. Submitted, January 2012. [More information]
¤ "SPAPT: Search Problems in Automatic Performance Tuning." With Prasanna Balaprakash and Boyana Norris. Submitted, October 2011. [More information]
¤ "Variable Selection and Sensitivity Analysis via Dynamic Trees with an Application to Computer Code Performance Tuning." With Robert B. Gramacy and Matthew A. Taddy. Submitted, August 2011. [More information]
¤ "GORBIT: Global Optimization by Multistart Radial Basis Function Algorithms." With Christine Shoemaker. Submitted, July 2009. [More information]
 
Selected Recent Publications:
× "Nuclear Energy Density Optimization: Large Deformations." With M. Kortelainen, J. McDonnell, W. Nazarewicz, P.-G. Reinhard, J. Sarich, N. Schunck, and M. Stoitsov. Physical Review C, Vol. 85 (2), pp. 024304, 2012. [More information]
× "Occupation Number-based Energy Functional for Nuclear Masses." With Michael Bertolli and Thomas Papenbrock. Physical Review C, Vol. 85 (1), pp. 014322, 2012. [More information]
× "Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms." With Christine Shoemaker. Appears inSIAM Journal on Optimization, Vol. 21 (3), pp.761-781, 2011. [More information]
× "Estimating Computational Noise." With Jorge Moré. Appears in SIAM Journal on Scientific Computing, Vol. 33 (3), pp. 1292-1314, 2011. [More information]
× "Can Search Algorithms Save Large-scale Automatic Performance Tuning?" With Prasanna Balaprakash and Paul Hovland. Appears in Proceedings of the International Conference on Computational Science, ICCS 2011, Procedia Computer Science, Vol. 4, pp. 2136-2145, 2011. [More information]
× "Nuclear Energy Density Optimization." With M. Kortelainen, T. Lesinski, J. Moré, W. Nazarewicz, J. Sarich, N. Schunck, and M. Stoitsov. Appears in Physical Review C, Vol. 82, pp.024313, 2010. [More information]
× "Benchmarking Derivative-Free Optimization Algorithms." With Jorge Moré. Appears in SIAM Journal on Optimization, Vol. 20 (1), pp.172-191, 2009. [More information]
× "MNH: A Derivative-Free Optimization Algorithm Using Minimal Norm Hessians." Appears in Tenth Copper Mountain Conference on Iterative Methods, April 2008. [More information]
× "ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions." With Rommel Regis and Christine Shoemaker. Appears in SIAM Scientific Computing, Vol. 30 (6), pp. 3197-3219, 2008. [More information]
More papers
 
Research Coverage:
¤ 2011: Pounding Out Atomic Nuclei, Cranking up the Speed of DFT, The Unedf Project
¤ 2010: Mysteries of the Nuclear Landscape
¤ 2007: Green Silicon
 
Recent/Upcoming Talks and Posters:
× [11/15/2011] "Quadratic Models of Quantifiably Noisy Functions." INFORMS Annual Meeting, Charlotte, NC.
× [10/25/2011] "Opening the Blackbox in Simulation-Based Optimization." University of Colorado-Denver, Operations Research Seminar, Denver, CO.
¤ [10/18/2011] "Optimal Derivatives of Noisy Simulations." DOE Applied Mathematics Principal Investigators Meeting, Reston, VA.
× [06/21/2011] "New Developments With POUNDERS." Annual UNEDF Meeting, E. Lansing, MI.
× [05/18/2011] "Optimization With Some Derivatives." SIAM Conference on Optimization, Darmstadt, Germany.
× [03/16/2011]"The Hunt for Missing Derivatives: Reward Offered!" 5th LACM-EFES-JUSTIPEN Workshop, Oak Ridge, TN.
× [03/01/2011]"Applied Optimization Without Derivatives." SIAM Conference on Computational Science & Engineering, Reno, NV.
× [11/07/2010] "Estimating Derivatives of Computationally Noisy Functions." INFORMS Annual Meeting, Austin, TX.
× [09/07/2010] "Least Squares Parameter Fitting Without Derivatives." 2nd International Conference on Engineering Optimization, Lisbon, Portugal.
More talks
 
 
Some Projects:
Derivative-free Optimization
Computational Noise
Universal Nuclear Energy Density Functional
Benchmarking Algorithms
→ New algorithms and applications → Analysis and codes → Parameter Estimation and Sensitivity Analysis for UNEDF Benchmarking Derivative-Free Optimization Algorithms
 
 ¤ PhD students: Well-prepared students are always welcome as Givens Associates
 ¤ Postdocs: ANL named 4th Best Place in the US to do a Postdoc



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