### Michael J.D. Powell FRS (University of Cambridge)

#### The unimportance of theory in the development of optimization algorithms

*Wednesday 30 April 2008 at 15.30, JCMB 6206*

##### Abstract

Some leading experts in optimization take the view
that convergence theory is necessary for the development of a successful
new algorithm. The speaker has found, however, that this view has two
severe disadvantages. Firstly, several algorithms have become highly
useful without suitable convergence theory. Secondly, available techniques
for proving convergence may impose restrictions on new algorithms that
exclude huge improvements in practice over existing software. Examples of
these situations will be presented and discussed, most of them being from
unconstrained optimization.

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