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HOME » PROGRAMS/ACTIVITIES » Annual Thematic Program
2002-2003 Program: Optimization
Organizers:
Andrew
R. Conn
IBM Thomas J. Watson Research Center
arconn@watson.ibm.com
Jorge
Nocedal
Department of Electrical and Computer Engineering
Northwestern University
nocedal@ece.nwu.edu
Fadil
Santosa
Deputy Director, IMA
santosa@ima.umn.edu
http://www.math.umn.edu/~santosa/
Simulation is a powerful tool in science and engineering for predicting the behavior of physical systems, particularly those that are governed by partial differential equations. Moreover, progress in algorithms and computational hardware has been responsible for improvements in simulation. Using today's simulation tools it has now become practical to consider complex design problems, where we wish to determine parameters of large systems that maximizes a certain objective, and inverse problems where we wish to determine parameters whose behavior matches measured data. Examples of design problems include structural optimization, antenna design and process optimization. Geophysical imaging, biomedical imaging, weather data assimilations are just a few examples of inverse problems where the physics is governed by partial differential equations.
While these types of problems are naturally posed as optimization problems, they offer new challenges because of their large size, inexact derivatives (when available), and ill-posedness. Current software cannot be used because matrices of constraint gradients cannot be factored, and computing with null space bases can be exceedingly expensive. This workshop is meant to bring scientists working in simulation science with interest in optimization together with researchers in the optimization community who want to understand better the obstacles the practioners are facing. Our aim is to create a forum whereby the researchers in optimization will learn about the difficulties facing scientists from the application areas, and for those in the applications to learn about the state-of-the-art of the techniques from the optimization community. New classess of algorithms, preconditioners and software should be created from this interation. Application topics include optimal design problems in computational fluid dynamics, electromagnetics, time-dependent processes, structural mechanics, and inverse problems in seismology, medical imaging, data assimilation, and porous medium flow. In optimization, techniques such as automatic differentiation, derivative-free optimization, sensitivity computations, preconditioners and exploitation of structure will be emphasized. The goal of the workshop is to stimulate and nurture a research community that addresses optimization problems arising in simulation science.
WORKSHOP/MINISYMPOSIUM
SCHEDULE
| Saturday | Monday | Tuesday |
| THURSDAY,
JANUARY 9 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 8:30 am | Coffee and Registration |
Reception Room EE/CS 3-176 |
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| 9:15 am | Douglas N. Arnold, Scot Adams, and Organizers | Welcome and Introduction | ||||||||||||||
| 9:30 am | David
E. Keyes Old Dominion University & Institute for Scientific Computing Research Lawrence Livermore National Lab |
Parameter Estimation in Empirical Models of Wildland Firespread Slides: pdf |
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| 10:20 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 11:00 am | Uri
M. Ascher University of British Columbia |
Computational Methods for Distributed Parameter Estimation in dD |
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| 11:50 am |
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| 12:00 pm |
Lunch
Break
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| 1:30 pm | Grégoire
Allaire CMAP, Ecole Polytechnique, France |
Shape Optimization Using Sensitivity Analysis and a Level-Set Method |
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| 2:20 pm |
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| 2:30 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 2:40 pm | Lorenz
T. Biegler Carnegie Mellon University |
Optimization Methods for DAE Systems Slides: pdf |
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| 3:30 pm |
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| 3:40 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 3:50 pm | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| 4:30 pm |
IMA
Tea and more (with POSTER SESSION)
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| FRIDAY,
JANUARY 10 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 9:00 am | Coffee | Reception Room EE/CS 3-176 | ||||||||||||||
| 9:30 am | George
Biros Courant Institute, New York University |
Boundary Integral Formulations for Shape Optimization of Elliptic PDEs Slides: pdf |
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| 10:20 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 11:00 am |
Jeff Borggaard Virginia Tech |
Continuous Sensitivity Equations and Numerical Noise Slides: pdf |
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| 11:50 am |
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| 12:00 pm |
Lunch
Break
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| 1:30 pm | Andreas
Waechter IBM T.J. Watson Research Center |
Application of an Interior Point Method for Large-Scale Nonlinear Programming to Circuit Tuning Slides: pdf |
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| 2:20 pm |
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| 2:30 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 2:40 pm | Philip
E. Gill
University of California, San Diego |
SQP Methods for Large-Scale Optimization | ||||||||||||||
| 3:30 pm |
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| 3:40 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 3:50 pm | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| SATURDAY,
JANUARY 11 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 9:00 am | Coffee | Reception Room EE/CS 3-176 | ||||||||||||||
| 9:30 am | Shlomo
Ta'asan Carnegie Mellon University |
Differential Optimization Problems: Analysis of the Hessian Slides: pdf |
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| 10:20 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 11:00 am | Nicholas
I.M. Gould Rutherford Appleton Laboratory, England |
SQP, SLP and Interior-point Methods for Large-scale Nonlinear Programming |
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| 11:50 am |
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| 12:00 pm |
Lunch
Break
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| 1:30 pm |
Michael Hintermüller University of Graz, Austria |
Slides: pdf |
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| 2:20 pm |
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| 2:30 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 2:40 pm | Margaret
H. Wright New York University |
Numerical Pitfalls in Interior-point Methods | ||||||||||||||
| 3:30 pm |
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| 3:40 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 3:50 pm | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| MONDAY,
JANUARY
13 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 9:00 am | Coffee | Reception Room EE/CS 3-176 | ||||||||||||||
| 9:30 am | Ulf
Torbjörn Ringertz Kungliga Tekniska Högskolan |
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| 10:20 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 11:00 am |
Paul Hovland Argonne National Laboratory |
Automatic Differentiation and its Role in Simulation-based Optimization |
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| 11:50 am |
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| 12:00 pm |
Lunch
Break
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| 1:30 pm | Paul
T. Boggs Sandia National Laboratories, California |
A Source Inversion Problem Requiring Rapid Response | ||||||||||||||
| 2:20 pm |
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| 2:30 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 2:40 pm |
Ekkehard W. Sachs Virginia Tech and University of Trier |
Managing POD Models in PDE-Constrained Optimization Slides: pdf |
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| 3:30 pm |
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| 3:40 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 3:50 pm | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| TUESDAY,
JANUARY
14 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 9:00 am | Coffee | Reception Room EE/CS 3-176 | ||||||||||||||
| 9:30 am | Tamara
G. Kolda Sandia National Labs, Livermore, CA |
Asynchronous and Fault-Tolerant Pattern Search Method for Science and Engineering Optimization Applications (workshop) | ||||||||||||||
| 10:20 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 11:00 am | David
P. Young The Boeing Company |
Nonlinear Elimination in Aerodynamic Analysis and Design Optimization |
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| 11:50 am |
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| 12:00 pm |
Lunch
Break
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| 1:30 pm | Susana
Gómez IIMAS, National University of Mexico |
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| 2:20 pm |
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| 2:30 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 2:40 pm | Peter
M. van den Berg Delft University of Technology, The Netherlands |
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| 3:30 pm |
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| 3:40 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 3:50 pm | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| 6:00 pm | Workshop Dinner | Caspian
Bistro 2418 University Ave South, Minneapolis Phone: 612-623-1113 |
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| WEDNESDAY,
JANUARY
15
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 9:00 am | Coffee | Reception Room EE/CS 3-176 | ||||||||||||||
| 9:30 am | Andrea
Walther Institut fuer Wissenschaftliches Rechnen, Technische Universitaet Dresden |
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| 10:20 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 11:00 am | Guy
Chavent Universite Paris-Dauphine and Inria-Rocquencourt, France |
Curvature Steps and Geodesic Moves for Non Linear Least Squares Descent Algorithms Slides: html |
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| 11:50 am |
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| 12:00 pm |
Lunch
Break
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| 2:00 pm | Steven
J. Benson Argonne National Laboratory |
TAO: An Optimization Toolkit for Large-Scale Applications Slides: pdf |
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| 2:25 pm |
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| 2:30 pm | Edward
Michael Gertz University of Wisconsin, Madison |
An Object Oriented Architecture for Nonlinear Constrained Optimization Slides: pdf |
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| 2:55 pm |
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| 3:00 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 3:10 pm | Kevin
Long Sandia National Laboratories |
Sundance: A High-Level Tool for PDE-Constrained Simulation and Optimization | ||||||||||||||
| 3:35 pm |
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| 3:40 pm | Roscoe
A. Bartlett Sandia National Laboratories |
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| 4:05 pm |
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| 4:10 pm | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 4:20 pm | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| THURSDAY,
JANUARY 16 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted. |
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| 8:50 am | Coffee | Reception Room EE/CS 3-176 | ||||||||||||||
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| 9:00 pm | Michael
S. Eldred Sandia National Laboratories |
DAKOTA: Virtual Prototyping with Large-Scale Engineering Simulations | ||||||||||||||
| 9:25 am |
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| 9:30 am | Paul
T. Boggs Sandia National Laboratories, California |
The Implementation of an Object-Oriented SQP Method for Solving PDE-Constrained Problems | ||||||||||||||
| 9:55 am |
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| 10:00 am | Mark
S. Gockenbach Michigan Technological University |
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| 10:25 am |
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| 10:30 am | Coffee Break | Reception Room EE/CS 3-176 | ||||||||||||||
| 10:40 am | Tamara
G. Kolda Sandia National Labs, Livermore, CA |
Design & Development of NOX, A C++ Object-Oriented Nonlinear Equation Solver (minisymposium) | ||||||||||||||
| 11:05 am |
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| 11:10 am | SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. | |||||||||||||||
| 11:30 am |
Concluding Remarks by Organizers Jorge Nocedal's Slides: html pdf ppt |
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| 11:50 am |
Lunch
Break
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| 1:00 pm |
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Lind Hall 409 | ||||||||||||||
| 4:30 pm |
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| Saturday | Monday | Tuesday |
| Name | Department | Affiliation |
|---|---|---|
| Scot Adams | IMA | University of Minnesota |
| Natalia Alexandrov | Langley Research Center | NASA |
| Oleg Alexandrov | Mathematics | University of Minnesota |
| Montaz Ali | Computational And Applied Mathematics | Witwatersrand University |
| Gregoire Allaire | Laboratoire d'Analyse Numérique | Université Pierre et Marie Curie (Paris 6) |
| Yusuf Bilgin Altundas | Schlumberger-Doll Research | |
| Douglas N. Arnold | IMA | University of Minnesota |
| Donald Aronson | IMA | University of Minnesota |
| Uri M. Ascher | Computer Science | University of British Columbia |
| Roscoe Bartlett | Optimization/Uncertainty Est Dept | Sandia National Laboratories |
| Slava Belyaer | ITEP | |
| Steven J. Benson | Mathematics and Computer Science | Argonne National Laboratory |
| Lorenz T. Biegler | Chemical Engineering | Carnegie Mellon University |
| George Biros | Courant Institute of Mathematical Sciences | New York University |
| Paul T. Boggs | Computational Sciences and Mathematics Res Dept | Sandia National Laboratories |
| Daniel Boley | Computer Science | University of Minnesota |
| Jeff Borggaard | Mathematics | Virginia Tech |
| Olga Brezhneva | Institute for Mathematics and its Applications | University of Minnesota |
| Nathan A. Busch | University of Minnesota | |
| Richard Byrd | Computer Science | University of Colorado |
| Xiao-Chuan Cai | Computer Science | University of Colorado |
| Dongwei Cao | Computer Science | University of Minnesota |
| Jamylle Carter | Mathematics | University of Minnesota |
| Chris Chapman | Schlumberger Cambridge Research | |
| Guy Chavent | INRIA Rocquencourt | Universite Paris Dauphine |
| Eric Chung | Mathematics | University of California - Los Angeles |
| Andrew R. Conn | IBM, Thomas J. Watson Research Center | |
| Benoit Couet | Risk Analysis and Optimization | Schlumberger-Doll Research |
| Collette Coullard | Industrial Eng. & Mgmt. Sciences | Northwestern University |
| Bob Crone | Seagate | |
| Dacian Daescu | IMA | University of Minnesota |
| John Dennis | Computational & Applied Mathematics | Rice University |
| Moritz Diehl | Interdisciplinary Center for Scientific Computing | University of Heidelberg |
| Greg Duane | IMA | University of Minnesota |
| Mike Eldred | Sandia National Laboratories | |
| Grant Erdmann | Mathematics | University of Minnesota |
| Lisa Evans | IMA | University of Minnesota |
| Joerg Gablonsky | Mathematics and Engineering Analysis | The Boeing Company |
| Edward Michael Gertz | Mathematics and Computer Science | Argonne National Laboratory |
| Omar Ghattas | Civil and Environmental Engineering | Carnegie Mellon University |
| Albert Gilg | Corporate Technology | Siemens |
| Philip E. Gill | Mathematics | University of California, San Diego |
| Roland Glowinski | Mathematics | University of Houston |
| Mark Gockenbach | Mathematical Sciences | Michigan Technological University |
| Susanna Gomez | Instituto de Investigaciones en Matematicas Aplica | Universidad Nacional Autonoma de Mexico |
| Balaji Gopalakrishnan | Institute for Mathematics and its Application | University of Minnesota |
| Nicholas Gould | Computation and Information | Rutherford Appleton Laboratory |
| Genetha Anne Gray | Computational Sciences & Mathematics | Sandia National Laboratories |
| Eldad Haber | Earth and Ocean Sciences | University of British Columbia |
| Michael Hintermueller | Mathematics | University of Graz |
| Paul Hovland | MCS | Argonne National Laboratory |
| Peg Howland | Computer Science & Engineering | University of Minnesota |
| Alec Johnson | ||
| Lili Ju | Minneapolis VA Medical Center | |
| Dan Kern | IMA | University of Minnesota |
| Herve Kerivin | IMA | University of Minnesota |
| David Keyes | Center for Applied Scientific Computing | Lawrence Livermore National Laboratory |
| Tamara Gibson Kolda | Sandia National Laboratories | |
| Carl Damon Laird | Chemical Engineering | Carnegie Mellon University |
| Robert Michael Lewis | Mathematics | The College of William & Mary |
| Omer Livvarcin | Acoustic Research Group | Turkish Navy Research Center |
| Kevin Long | Computational Sciences and Math Research Group | Sandia National Laboratories |
| Juan Meza | High Performance Computing Research | Lawrence Berkeley National Laboratory |
| Hans Mittelmann | Mathematics | Arizona State University |
| Steen Moeller | CMRR | University of Minnesota |
| Jorge J. More | MCS | Argonne National Laboratory |
| Peh Ng | IMA | University of Minnesota |
| Jorge Nocedal | Electrical & Computer Engineering | Northwestern University |
| Ivan B. Oliveira | Mechanical Engineering | MIT |
| Jonathan H. Owen | Manufacturing Systems Research Lab | General Motors |
| Anthony D. Padula | Computational and Applied Math | Rice University |
| Jeong-Soo Park | Statistics | Chonnam National University, Korea |
| Samuel Patterson | Mathematics and Computer Science | Carleton College |
| Samuel Patterson | Mathematics and Computer Science | Carleton College |
| Michael Powell | Applied Mathematics & Theor. Physics | University of Cambridge |
| Ulf Ringertz | Royal Institute of Technology | |
| Ekkehard W. Sachs | Mathematics | University of Trier |
| Fadil Santosa | IMA | University of Minnesota |
| Katya Scheinberg | IBM T.J. Watson Research Cente | |
| M. Nuri Sendil | Industrial Eng. & Mgmt. Sciences | Northwestern University |
| Tamon Stephen | IMA | University of Minnesota |
| Vladimir Sverak | Mathematics | University of Minnesota |
| William W. Symes | Computational & Applied Mathematics | Rice University |
| Shlomo Ta'asan | Mathematical Sciences | Carnegie Mellon University |
| Alexandra Tolstoy | ATolstoy Sciences | |
| Virginia Torczon | Computer Science | The College of William & Mary |
| Peter van den Berg | Information Technology and Systems | Delft University of Technology |
| Luis Nunes Vicente | Matemática | Universidade de Coimbra |
| Andreas Waechter | Chemical Engineering | Carnegie Mellon University |
| Andrea Walther | Institute of Scientific Computing | Technical University Dresden |
| Jing Wang | Institute for Mathematics and its Application | University of Minnesota |
| Margaret H. Wright | Computer Science | New York University |
| Stephen Wright | Computer Science | University of Wisconsin |
| Dexuan Xie | Mathematical Sciences | University of Wisconsin-Milwaukee |
| Man-Chung Yeung | Mathematics | University of Wyoming |
| David Young | The Boeing Company | |
| Jun Zhao | Schlumberger-Doll Research |
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