Stefan Wild

As of September 2008, I am a Director's Postdoctoral Fellow
in the Laboratory for Advanced Numerical Simulations.

Stefan Wild
Mathematics and Computer Science Division
Argonne National Laboratory
9700 S. Cass Avenue
Bldg. 240, 1g4
Argonne, IL 60439
(630) 252-9948 - phone
(630) 252-5986 - fax
wild (at) mcs.anl.gov - email

Research Interests:

Continuous and Numerical Optimization: Derivative-free and Trust-Region Methods, Nonlinear Least Squares

Scientific Computing, Computationally Expensive Simulation-based Models

Data Mining, Non-Negative Matrix Factorization

Some Projects:

Derivative-free Optimization	Computational Noise	Universal Nuclear Energy Density Functional	Benchmarking Algorithms
→ New algorithms and applications	→ Automatic analysis and codes	→ Parameter Estimation and Sensitivity Analysis for UNEDF	→ Benchmarking Derivative-Free Optimization Algorithms

¤ Visiting students: Well-prepared students are always welcome as Givens Associates or for short term stays

¤ Postdocs: Multiple openings expected for 2010, announcements to be posted soon.

Education:

Ph.D & MS, Operations Research, Cornell University, completed requirements August 2008

¤ Dissertation: Derivative-Free Optimization Algorithms For Computationally Expensive Functions

¤ Advisor: Christine Shoemaker; Minor Advisors: Philip Liu, David Ruppert, Charles Van Loan

MS & BS, Applied Mathematics, Univ. of Colorado, 2003 Spring

¤ MS Thesis: Seeding Non-Negative Matrix Factorizations with the Spherical K-Means Clustering

¤ Advisors James Curry and Anne Dougherty

¤ In addition to maintaining a web presence at Cornell ORIE, I am often there working on a two body problem.

¤ I am grateful to DOE for the Computational Science Graduate Fellowship that funded my doctoral studies.

Recent Submissions:

Global Convergence of Radial Basis Function Derivative-Free Trust Region Algorithms. With Christine Shoemaker. Submitted, February 2009. [More information]

GORBIT: Global Optimization by Multistart Radial Basis Function Algorithms. With Christine Shoemaker. Submitted, July 2009. [More information]

Publications:

Towards The Universal Nuclear Energy Density Functional. With M. Stoitsov, J. Moré, W. Nazarewicz, J.C. Pei, J. Sarich, N. Schunck, and A. Staszczak. Appears in Journal of Physics: Conference Series, Vol. 180, pp.012082, 2009. [More information]

Benchmarking Derivative-Free Optimization Algorithms. With Jorge Moré. Appears in SIAM 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]

Maximizing Influence in a Competitive Social Network: A Follower's Perspective. With Tim Carnes, Chandrashekhar Nagarajan, and Anke van Zuylen. Nominated for "Best Paper". Appears in ICEC '07: Proceedings of the Ninth International Conference on Electronic Commerce, August 2007. [More information]

Bayesian Calibration of Computationally Expensive Models Using Optimization and Radial Basis Function Approximation. With Nikolay Bliznyuk, David Ruppert, Christine Shoemaker, Rommel Regis, and Pradeep Mugunthan. Appears in Journal of Computational and Graphical Statistics, Vol. 17 (2), pp. 1-25, 2008. [More information]

Improving Non-Negative Matrix Factorizations Through Structured Initialization. With James Curry and Anne Dougherty. Appears in Pattern Recognition. Vol. 37 (11), pp. 2217-2232, November 2004. [More information]

Motivating Non-Negative Matrix Factorizations. With James Curry and Anne Dougherty. Appears in Proceedings of the Eighth SIAM Conference on Applied Linear Algebra, July 2003. [More information]

Probabilistically Optimized Airline Overbooking Strategies, or "Anyone Willing to Take a Later Flight?!". With Kevin Leder and Saverio Spagnolie. Appears in Journal of Undergraduate Mathematics and Its Applications, Vol. 23, No.3, 2002. [More information]

Upcoming and Recent Talks and Posters:

[11/16/2009] Estimating Computational Noise in Numerical Simulations. Cornell University Scientific Computing and Numerics (SCAN) Seminar, Ithaca, NY.

[10/26/2009] Estimating Computational Noise in Numerical Simulations. Argonne Mathematics and Computer Science Seminar, Argonne, IL.

[10/16/2009] Estimating Computational Noise in Numerical Simulations. Lehigh University Department of Industrial and Systems Engineering Seminar, Lehigh, PA.

[09/10/2009] Turning Weeks Into Days: Parameter Estimation For Expensive Nuclear Energy Density Functionals. Argonne Postdoctoral Research Symposium, Argonne, IL.

[08/25/2009] Variable Numbers of Interpolation Points in Model-based Algorithms. 20th International Symposium on Mathematical Programming, Chicago, IL.

[06/23/2009] Derivative-Free Optimization for DFT: A View From the Trenches of HFBTHO Calibration. Annual UNEDF Meeting, Pack Forest, WA.

[06/15/2009] Simulation-based Nonlinear Least Squares Fitting. SIAM Conference on Mathematical and Computational Issues in the Geosciences, Leipzig, Germany.

[04/21/2009] Derivative-free optimization for expensive simulation-driven problems. University of Oxford, Mathematical Institute Seminar, Oxford, UK.

[03/05/2009] Model-Based Optimization Algorithms for Expensive Simulation-Driven Problems. Iowa State University Nuclear Physics Seminar, Ames, IA.

[02/25/2009] Skyrme functional fitting at 13% of the computational expense. The 3rd LACM-EFES-JUSTIPEN Workshop, Oak Ridge, TN.

[01/13/2009] Global Optimization for Black Boxes: Making the Most of Very Little. INFORMS Computing Society Conference, Charleston, SC.

[12/17/2008] Derivative-Free Nonlinear Least Squares: Unwrapping The Blackbox. Argonne Mathematics and Computer Science Seminar, Argonne, IL.

[10/15/2008] Solving Expensive Environmental Engineering Problems with GORBIT. AMR08: DOE Applied Mathematics Principal Investigators Meeting, Argonne, IL.

[07/13/2008] Derivative-free Calibration of a Computationally Expensive Watershed Model. SciDAC 2008, Seattle, WA.

[06/17/2008] When Life Hands You Lemons, Optimize Away! 2008 DOE Computational Science Graduate Fellowship Annual Fellows' Conference, Washington, DC.

[05/11/2008] Benchmarking Algorithms for Derivative-Free Optimization. SIAM Conference on Optimization, Boston, MA

[04/10/2008] MNH: A Derivative-Free Optimization Algorithm Using Minimal Norm Hessians. Tenth Copper Mountain Conference on Iterative Methods, Copper Mountain, CO.

[01/18/2008] The ORBIT Algorithm For Simulation-Based Optimization Without Derivatives Argonne National Laboratory Mathematics and Computer Science Seminar, Argonne, IL.

[10/17/2007] Geometry of Data Points: A Speed Bump for the Greedy Optimizer. Continuous Optimization Seminar, Cornell University, Ithaca, NY.

[08/15/2007] Optimization by Radial Basis Function Interpolation in Trust-Regions. Second Mathematical Programming Society International Conference on Continuous Optimization, Hamilton, Ontario, Canada.

[06/20/2007] Derivative-free Calibration of a Computationally Expensive Watershed Model. Poster. 2007 DOE Computational Science Graduate Fellowship Annual Fellows Conference, Washington, DC.

[02/19/2007] Optimization of Simulation-Based Optimization Problems with Constraints on the Computational Budget. 2007 SIAM Conference on Computational Science and Engineering, Costa Mesa, CA.

Teaching Experience:

¤Cornell University Teaching Assistant:

OR&IE 582 -- Monte Carlo Methods in Financial Engineering, Fall 2007

OR&IE 436 -- A Mathematical Examination of Fair Representation, Spring 2004

OR&IE 435 -- Introduction to Game Theory, Fall 2003

¤University of Colorado-Boulder Instructor:

APPM 2350 -- Calculus III, Summer 2004

¤University of Colorado-Boulder Teaching Assistant:

APPM 3310 -- Matrix Methods, Spring 2003

APPM 2350 -- Calculus III, Fall 2002

APPM 1360 -- Calculus II, Spring 2002

APPM 1350 -- Calculus I, Spring 2001 and Fall 2001

Curriculum Vitae and References:

Available upon request.

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