Return to main page for Stefan Wild | |
Education: | |
Director's Postdoctoral Fellow, Argonne National Laboratory, September 2008-2010 | |
¤ Supervisor: Jorge Moré | |
Ph.D & MS, Operations Research, Cornell University, 2008 Fall | |
¤ Dissertation: Derivative-Free Optimization Algorithms For Computationally Expensive Functions | |
¤ Advisor: Christine Shoemaker; Minor Advisors: Philip Liu, David Ruppert, Charles Van Loan | |
¤ I am grateful for the Computational Science Graduate Fellowship (CSGF) that funded my doctoral studies. | |
MS & BS, Applied Mathematics, University of Colorado, 2003 Spring | |
¤ MS Thesis: Seeding Non-Negative Matrix Factorizations with the Spherical K-Means Clustering | |
¤ Advisors: James Curry and Anne Dougherty | |
Publications: | |
Google Scholar profile | |
× | Prasanna Balaprakash, Karl Rupp, Azamat Mametjanov, Robert B. Gramacy, Paul D. Hovland, and Stefan M. Wild.
Empirical performance modeling of GPU kernels using active learning.
In
Proceedings of the International Conference on Parallel Computing (ParCo2013), September 2013.
[DOI; More info; ANL/MCS-P4097-0713], To appear |
× | Prasanna Balaprakash, Ananta Tiwari, and Stefan M. Wild. Multi-objective optimization of HPC kernels for performance, power, and energy. In
Proceedings of the 4th International Workshop on Performance Modeling, Benchmarking and Simulation of High Performance Computer Systems (PMBS13), November 2013.
[DOI; More info; ANL/MCS-P4069-0413], To appear |
× | Prasanna Balaprakash, Robert Gramacy, and Stefan M. Wild. Active-learning-based surrogate models for empirical performance tuning. In
Proceedings of IEEE Cluster, September 2013.
[DOI; More info; ANL/MCS-P4073-0513], To appear |
× |
Stefan M. Wild and Christine A. Shoemaker.
Global convergence of radial basis function trust-region algorithms for derivative-free optimization.
SIAM Review, 55(2):349-371, 2013.
[DOI; More info; ANL/MCS-P3097-1212], Cover article |
× |
Jeffrey Larson and Stefan M. Wild. Non-intrusive termination of noisy optimization.
Optimization Methods and Software, 28(5):993-1011, 2013.
[DOI; More info; ANL/MCS-P1887-0511] |
× |
S. Bogner, A. Bulgac, J. Carlson, J. Enge, G. Fann, R.J. Furnstahl, S. Gandolfi, G. Hagen, M. Horoi, C. Johnson, M. Kortelainen, E. Lusk, P. Maris, H. Nam, P. Navratil, W. Nazarewicz, E. Ng, G.P.A. Nobre, E. Ormand, T. Papenbrock, J. Pei, S. C. Pieper, S. Quaglioni, K. Roche, J. Sarich, N. Schunck, M. Sosonkina, J. Terasaki, I. Thompson, J.P. Vary, and S.M. Wild. Computational nuclear quantum many-body problem: The UNEDF project.
Computer Physics Communications, 184(10):2235-2250, 2013.
[DOI; arXiv; More info; ANL/MCS-P4066-0413], Feature article |
× |
Prasanna Balaprakash, Stefan M. Wild, and Paul D. Hovland. An experimental study of global and local search algorithms in empirical performance tuning. In
High Performance Computing for Computational Science - VECPAR 2012, 10th International Conference, Kobe, Japan, July 17-20, 2012, Revised Selected Papers; Lecture Notes in Computer Science, pages pp. 261-269. Springer, 2013
[DOI; More info; ANL/MCS-P1995-0112] |
× | A. Ekström, G. Baardsen, C. Forssén, G. Hagen, M. Hjorth-Jensen, G. R. Jansen, R. Machleidt, W. Nazarewicz, T. Papenbrock, J. Sarich, and S. M. Wild. Optimized chiral nucleon-nucleon interaction at next-to-next-to-leading order.
Physical Review Letters, 110:192502, May 2013.
[DOI; arXiv; More info; ANL/MCS-P4046-0313] |
× | Shashi M. Aithal and Stefan M. Wild. Development of a fast, robust numerical tool for the design, optimization, and control of IC engines. In
Proceedings of the SAE 11th International Conference on Engines & Vehicles, SAE, 2013. SAE Technical Paper 2013-24-0141.
[DOI; More info; ANL/MCS-P4051-0313] |
× | Robert B. Gramacy, Matthew A. Taddy, and Stefan M. Wild. Variable selection and sensitivity analysis via dynamic trees with an application to computer code performance tuning.
Annals of Applied Statistics, 7(1):51-80, 2013.
[DOI; arXiv; More info; ANL/MCS-P1961-1011] |
× | M. V. Stoitsov, N. Schunck, M. Kortelainen, N. Michel, H. Nam, E. Olsen, J. Sarich, and S. M. Wild. Axially deformed solution of the Skyrme-Hartree-Fock-Bogolyubov equations using the transformed harmonic oscillator basis (II) HFBTHO v2.00d: a new version of the program.
Computer Physics Communications, 4(6):1592-1604, 2013.
[DOI; arXiv; More info; ANL/MCS-P3043-1012] |
× |
H. Nam, M. Stoitsov, W. Nazarewicz, A. Bulgac, G. Hagen, M. Kortelainen, P. Maris, J. C. Pei, K. J. Roche, N. Schunck, I. Thompson, J. P. Vary, and Stefan M. Wild. UNEDF: Advanced scientific computing collaboration transforms the low-energy nuclear many-body problem.
Journal of Physics: Conference Series 402:012033, 2012.
[DOI; arXiv; More info] |
× | Jorge J. Moré and Stefan M. Wild. Estimating derivatives of noisy simulations.
ACM Transactions on Mathematical Software, 38(3):19:1-19:21, 2012.
[DOI; More info; ANL/MCS-P1785-0810] |
× |
Aswin Kannan and Stefan M. Wild. Benefits of deeper analysis in simulation-based groundwater optimization problems. In
Proceedings of the XIX International Conference on Computational Methods in Water Resources (CMWR 2012), June 2012.
[PDF; More info; ANL/MCS-P2043-0212] |
× |
Prasanna Balaprakash, Stefan M. Wild, and Boyana Norris.
SPAPT: Search problems in automatic performance tuning.
Procedia Computer Science, 9:1959-1968, 2012. In Proceedings of the International Conference on Computational Science, ICCS 2012.
[DOI; More info; ANL/MCS-P1872-0411] |
× | M. Kortelainen, J. McDonnell, W. Nazarewicz, P.-G. Reinhard, J. Sarich, N. Schunck, M. V. Stoitsov, and S. M. Wild. Nuclear energy density optimization: Large deformations.
Physical Review C, 85(2):024304, 2012.
[DOI; arXiv; More info; ANL/MCS-P1977-1111] |
× | T. Munson, J. Sarich, Stefan M. Wild, S. Benson, and L. Curfman McInnes.
TAO 2.0 Users Manual.
Argonne National Laboratory Technical Memorandum ANL/MCS-TM-322, 2012.
[More info; ANL/MCS-TM-322] |
× | M. Bertolli, T. Papenbrock, and S. M. Wild. Occupation number-based energy functional for nuclear masses.
Physical Review C, 85(1):014322, 2012.
[DOI; arXiv; More info; ANL/MCS-P1966-1011] |
× | Stefan M. Wild and Christine A. Shoemaker. Global convergence of radial basis function trust region derivative-free algorithms.
SIAM Journal on Optimization, 21(3):761-781, 2011.
[DOI; More info; ANL/MCS-P1580-0209] |
× | Jorge J. Moré and Stefan M. Wild.
Estimating computational noise.
SIAM Journal on Scientific Computing, Vol. 33 (3), pp. 1292-1314, 2011.
[DOI; More info] |
× |
E. Ng, J. Sarich, T. Munson, S. Wild, H. Aktulga, C. Yang, P. Maris, J.P. Vary, M. Kortelainen, W. Nazarewicz, T. Papenbrock, N. Schunck, M.V. Stoitsov, and M.G. Bertolli. Advancing nuclear physics through TOPS solvers and tools. In
Proceedings of the 2011 SciDAC Conference, Denver, CO, 2011.
[PDF; arXiv; More info; ANL/MCS-P1958-1011] |
× |
N. Schunck, A. Baran, M. Kortelainen, J. McDonnell, J. Moré, W. Nazarewicz, J. Pei, J. Sarich, J. Sheikh, A. Staszczak, M. Stoitsov, and S. M. Wild. Computing heavy elements. In
Proceedings of the 2011 SciDAC Conference, Denver, CO, 2011.
[PDF; arXiv; More info; ANL/MCS-P1959-1011] |
× |
M. Stoitsov, H. Nam, W. Nazarewicz, A. Bulgac, G. Hagen, M. Kortelainen, J.C. Pei, K.J. Roche, N. Schunck, I. Thompson, J.P. Vary, and S.M. Wild. Advanced scientific computing transforms the low-energy nuclear many-body problem. In
Proceedings of the 2011 SciDAC Conference, Denver, CO, 2011.
[PDF; arXiv; More info; ANL/MCS-P1960-1011] |
× |
Prasanna Balaprakash, Stefan M. Wild, and Paul D. Hovland. Can search algorithms save large-scale automatic performance tuning?
Procedia Computer Science (ICCS 2011), 4:2136-2145, 2011.
[DOI; More info; ANL/MCS-P1823-0111] |
× |
M. Kortelainen, T. Lesinski, J. Moré, W. Nazarewicz, J. Sarich, N. Schunck, M. Stoitsov, and Stefan M. Wild.
Nuclear energy density optimization.
Physical Review C, 82(2):024313, 2010.
[DOI; arXiv; More info] |
× |
M. Stoitsov, J. Moré, W. Nazarewicz, J.C. Pei, J. Sarich, N. Schunck, A. Staszczak, and S.M. Wild.
Towards the universal nuclear energy density functional.
Journal of Physics: Conference Series, 180:012082, 2009.
[DOI; More info] |
× | Jorge J. Moré and Stefan M. Wild.
Benchmarking derivative-free optimization algorithms.
SIAM Journal on Optimization, 20(1):172-191, 2009.
[DOI; More info; ANL/MCS-P1471-1207] |
× |
Stefan M. Wild. MNH: A derivative-free optimization algorithm using minimal norm Hessians.
Tenth Copper Mountain Conference on Iterative Methods, April 2008.
[PDF; More info], Student Paper Award |
× |
Stefan M. Wild, Rommel G. Regis, and Christine A. Shoemaker. ORBIT: Optimization by radial basis function interpolation in trust-regions.
SIAM Journal on Scientific Computing, 30(6):3197-3219, 2008.
[DOI; More info] |
× |
Nikolay Bliznyuk, David Ruppert, Christine A. Shoemaker, Rommel G. Regis, Stefan M. Wild, and Pradeep Mugunthan. Bayesian calibration of computationally expensive models using optimization and radial basis function approximation.
Journal of Computational and Graphical Statistics, 17(2):1-25, 2008.
[DOI; More info] |
× |
Tim Carnes, Chandrashekhar Nagarajan, Stefan M. Wild, and Anke van Zuylen. Maximizing influence in a competitive social network: A follower's perspective. In
ICEC '07: Proceedings of the Ninth International Conference on Electronic Commerce, pages 351-360, ACM, New York, NY, USA, 2007.
[DOI; More info], Finalist for Best Paper Award |
× |
Stefan M. Wild, James H. Curry, and Anne Dougherty. Improving non-negative matrix factorizations through structured initialization.
Pattern Recognition, 37(11):2217-2232, 2004.
[DOI; More info] |
× |
Stefan M. Wild, James H. Curry, and Anne Dougherty. Motivating non-negative matrix factorizations. In
Proceedings of the Eighth SIAM Conference on Applied Linear Algebra, July 2003.
[PDF; More info] |
× |
Kevin Z. Leder, Saverio E. Spagniole, and Stefan M. Wild. Probabilistically optimized airline overbooking strategies, or "Anyone willing to take a later flight?!"
Journal of Undergraduate Mathematics and Its Applications, 23(3):37-338, 2002.
[More info], Received "Outstanding" (highest possible) designation |
Talks and Posters: | |
× | [02/26/2013] Computational Noise, Derivatives, and Optimization. SIAM Conference on Computational Science and Engineering, Boston, MA. |
× | [01/11/2013] Optimal Derivatives of Noisy Simulations. 2013 Joint Mathematics Meetings (JMM 13), San Diego, CA. |
× | [11/19/2012] Numerical Optimization for Automatic Tuning of Codes. INRIA/ANL/UIUC Joint-lab Workshop, Argonne, IL. |
× | [10/17/2012] Optimal Derivatives of Noisy Simulations. Illinois Institute of Technology Applied Mathematics Colloquium, Chicago, IL. |
× | [08/23/2012] Computational Noise in Simulation-based Optimization. 21st International Symposium on Mathematical Programming (ISMP 2012), Berlin, Germany. |
× | [08/01/2012] Optimization Challenges in Cell Identification. CScADS Workshop on Scientific Data and Analytics for Extreme-scale Computing, Snowbird, UT. |
× | [07/20/2012] An Experimental Study of Global and Local Search Algorithms in Empirical Performance Tuning. 10th International Meeting on High-Performance Computing for Computational Science (VECPAR 2012), Kobe, Japan. |
× | [05/25/2012] Optimal Derivatives of Noisy Simulations. University of Calgary, Mathematics and Statistics Colloquium, Calgary, Canada. |
× | [05/24/2012] Beyond the Blackbox: Optimization for Science and Engineering. Pacific Institute for the Mathematical Sciences Lunchbox Lecture, Calgary, Canada. |
× | [03/26/2012] Optimal Finite Difference Derivatives of Noisy, Iterative Simulations. 12th Copper Mountain Conference on Iterative Methods, Copper Mountain, CO. |
× | [02/27/2012] Opening the Blackbox in Simulation-based Optimization. Department of Applied Mathematics and Statistics Colloquium, University of California-Santa Cruz, Santa Cruz, CA. |
× | [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. |
× | [08/06/2010] Optimization Without Derivatives for Expensive Simulation-Based Problems. ICIS Workshop on Optimization in Energy Systems, Snowbird, UT. |
× | [06/22/2010] What Can Optimization do for U(NEDF)? Annual UNEDF Meeting, East Lansing, MI. |
× | [05/04/2010] Model-Based Derivative-Free Optimization Using Existing Expensive Evaluations. 2010 DOE Applied Mathematics Program Meeting, Berkeley, CA. |
× | [04/06/2010] Estimating Computational Noise in Iterative Solvers. Eleventh Copper Mountain Conference on Iterative Methods, Copper Mountain, CO. |
× | [02/04/2010] Estimating Computational Noise in Numerical Simulations. University of Chicago Computation Institute Seminar, Chicago, IL. |
× | [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. |
¤ | [06/21/2006] Attacking Parameter Uncertainty in Calibration Problems Arising in Environmental Engineering. Poster. 2006 DOE Computational Science Graduate Fellowship Annual Fellows Conference, Washington, DC. |
¤ | [06/12/2006] Optimization of Computationally Expensive Functions in the Absence of Derivatives. Poster. ACNW (Argonne - University of Chicago - Northwestern - Wisconsin) Optimization Tutorials, Chicago, IL. |
× | [11/16/2005] Trust-Region Models for Derivative-free Optimization in Environmental Engineering. INFORMS 2005, San Francisco, CA. |
× | [10/10/2005] Optimization of Computationally Expensive Functions Using Function Approximation Methods with Applications in Environmental Engineering. Argonne National Laboratory Mathematics and Computer Science Seminar, Argonne, IL. |
× | [05/04/2005] Wedge Trust-Region Methods for Derivative-free Optimization. Continuous Optimization Seminar, Cornell University, Ithaca, NY. |
× | [7/19/2003] Motivating Non-Negative Matrix Factorizations. SIAM Conference on Applied Linear Algebra, Williamsburg, VA. |
Teaching: | |
¤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. |