Linas Stripinis Department: Blockchain Technologies Group |
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Doctoral studies
Theme Improvement, development and implementation of derivative-free global optimization algorithms
Supervisor dr. Remigijus Paulavičius
Study time 2016 10 01–2020 09 30
Aims:
- To increase efficiency of state-of-the-art DIRECT-type global optimization algorithms on optimization problems with many local minima, and where the solution with high accuracy is needed;
- To extend DIRECT-type algorithms on global optimization problems with general and hidden constraints;
- To develop efficient open-source derivative-free algorithms by taking into account algorithmic improvements, efficient data structures, and parallelization techniques.
Main problems:
- To evaluate the performance of the existing state-of-the-art DIRECT-type global optimization algorithms and determine their weaknesses;
- To improve existing and develop new algorithms considering identified drawbacks;
- To develop a general constraint-handling strategy in the DIRECT algorithmic framework;
- To develop an auxiliary functions-based DIRECT-type algorithm for optimization problems with hidden constraints;
- To implement efficient sequential and parallel versions of proposed algorithms, and compare their performance to other related approaches;
- To efficiently solve challenging practical (potentially black-box) optimization problems using implemented and openly accessible tools.
Scientific and pedagogical background
Education
- 2016-2020 - Vilnius University Institute of Data Science and Digital Technologies
- 2014-2016 - Lithuanian University of Educational Sciences (Master of Mathematics)
- 2009-2014 - Lithuanian University of Educational Sciences (Bachelor of Mathematics and Informatics)
Research Interests
- Global optimization
- Optimization methods and their implementation
- Parallel computing
- Numerical analysis
- Statistical data analysis
Presentations at Scientific Conferences
- 2019: The International EURO mini Conference Modelling and Simulation of Social-Behavioural Phenomena in Creative Societies, September 18–20, Vilnius, Lithuania. Importance of optimization techniques for the social sciences.
- 2018: 10th International workshop on Data Analysis Methods for Software Systems (DAMSS), November 29 – December 1. Druskininkai, Lithuania. Improved DIRECT-type algorithms for generally constrained global optimization problems
- 2018: 16th EUROPT Workshop on Advances in Continuous Optimization, 2018 July 12-13, Almeria, Spain. Improved DIRECT-type algorithm for constrained globalo ptimization problems.
- 2017: 9th International workshop on Data Analysis Methods for Software Systems (DAMSS), November 30 - December 2, 2017. Druskininkai, Lithuania. Improved DIRECT-type algorithms for generally constrained global optimization problems.
Doctoral conferences:
- Annual Reporting Doctoral Conference of Informatics, October 22, 2020 Vilnius „Improvement, development and implementation of derivative-free global optimization algorithms“ (Slides)
- Annual Reporting Doctoral Conference of Informatics, October 30, 2019, „Vilnius „Improvement, development and implementation of derivative-free global optimization algorithms“ (Technical Report, Slides)
- Annual Reporting Doctoral Conference of Informatics, October 24, 2018, „Vilnius „„Improvement, development and implementation of derivative-free global optimization algorithms“ (Technical Report, Slides)
- Annual Reporting Doctoral Conference of Informatics, October 17, 2017, „Improvement, development and implementation of derivative-free global optimization algorithms“ (Technical Report, Slides)
Scientific publications
Scientific publications in peer-reviewed periodicals journals with citation index (Impact Factor) indexed by Clarivate Analytics Web of Science database:
- L. Stripinis, L. G. Casado, J. Žilinskas, R. Paulavičius (2021) On MATLAB experience in accelerating DIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization. Applied Mathematics and Computation. ISSN: 0096-3003. 2021, vol. 390, p. 1-17. DOI: 10.1016/j.amc.2020.125596
- L. Stripinis, R. Paulavičius, J. Žilinskas (2019) Penalty functions and two-step selection procedure based DIRECT-type algorithm for constrained global optimization. Structural and Multidisciplinary Optimization, ISSN 1615-1488, vol. 59, no 1, p. 2155-2175., DOI: 10.1007/s00158-018-2181-2
- L. Stripinis, R. Paulavičius, J. Žilinskas (2018) Improved scheme for selection of potentially optimal hyper-rectangles in DIRECT. Optimization Letters, ISSN 1862-4472, vol. 12, no 7, p. 1699-1712, 1699-1712, DOI: 10.1007/s11590-017-1228-4
Scientific projects
2017-2020 “Development and applications of bilevel optimization algorithms". Supported by Lithuanian State Science and Studies Foundation. (No. P‐MIP‐17‐60)