HOME    »    PROGRAMS/ACTIVITIES    »    Annual Thematic Program
Winter 2003
IMA Workshop 4
Optimization in Simulation-Based Models
January 9-16, 2003


2002-2003 Program: Optimization

Organizers:

Andrew R. Conn
IBM Thomas J. Watson Research Center
arconn@watson.ibm.com

Omar Ghattas
Mechanics, Algorithms, and Computing Lab
Carnegie Mellon University
oghattas@cs.cmu.edu
http://www.cs.cmu.edu/~oghattas

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.
8:30 am Coffee and Registration

Reception Room EE/CS 3-176

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

10:20 am
Discussion
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

Slides: http://www.cs.ubc.ca/~ascher/ima03.pdf   

11:50 am
Discussion
12:00 pm
Lunch Break
1:30 pm Grégoire Allaire
CMAP, Ecole Polytechnique, France

Shape Optimization Using Sensitivity Analysis and a Level-Set Method

Slides:   pdf
Figures and Movies:   link

2:20 pm
Discussion
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

3:30 pm
Discussion
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)
IMA East, 400 Lind Hall

Tony F. Chan/Eric T. Chung
UCLA
A Level Set Method for Electrical Impedance Tomography
Guy Chavent
Universite Paris-Dauphine and Inria-Rocquencourt, France
Curvature Steps and Geodesic Moves for Non Linear Least Squares Descent Algorithms
Joerg M. Gablonsky
The Boeing Company
Effective Parallel Optimization of Expensive Functions
Ivan B. Oliveira
Massachusetts Institute of Technology
Reliable Real-Time Optimization of Nonconvex Systems Described by Parametrized Partial Differential Equations: Application to a Three-Dimensional Thermal Fin Problem
Fadil Santosa
IMA
Optimal Design of Photonic Bandgap Defect Modes
Dexuan Xie
University of Wisconsin, Milwaukee
Optimization Algorithms for Visualizing Structure-Activity Relationships of Chemical Databases
Man-Chung Yeung
University of Wyoming
Transpose-free Multiple Lanczos and its Application in Padé Approximation   pdf
FRIDAY, JANUARY 10
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
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

10:20 am
Discussion
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

11:50 am
Discussion
12:00 pm
Lunch Break
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

2:20 pm
Discussion
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
Discussion
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.
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

10:20 am
Discussion
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

Slides:   pdf    ps

11:50 am
Discussion
12:00 pm
Lunch Break
1:30 pm Michael Hintermüller
University of Graz, Austria

First and Second Order Shape Sensitivity and Level Set Methods in Optimal Control of PDEs and Image Segmentation

Slides:   pdf

2:20 pm
Discussion
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
Discussion
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.
9:00 am Coffee Reception Room EE/CS 3-176
9:30 am Ulf Torbjörn Ringertz
Kungliga Tekniska Högskolan

Aircraft Trajectory Optimization

Slides:   pdf    ps

10:20 am
Discussion
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

Slides:   html    pdf    ppt

11:50 am
Discussion
12:00 pm
Lunch Break
1:30 pm Paul T. Boggs
Sandia National Laboratories, California
A Source Inversion Problem Requiring Rapid Response
2:20 pm
Discussion
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

3:30 pm
Discussion
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.
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
Discussion
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

Slides:   html    pdf    ppt

11:50 am
Discussion
12:00 pm
Lunch Break
1:30 pm Susana Gómez
IIMAS, National University of Mexico

Global and Local Optimisation for Oil Reservoir Modelling

Slides:   html    pdf    ppt

2:20 pm
Discussion
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

Source Type of Optimization for Inverse Scattering

Paper:   pdf    ps

3:30 pm
Discussion
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
WEDNESDAY, JANUARY 15
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 am Coffee Reception Room EE/CS 3-176
9:30 am Andrea Walther
Institut fuer Wissenschaftliches Rechnen, Technische Universitaet Dresden

Adjoint Based Constrained Optimization

Slides:   pdf    ps

10:20 am
Discussion
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

11:50 am
Discussion
12:00 pm
Lunch Break
Minisymposium Speakers:
2:00 pm Steven J. Benson
Argonne National Laboratory

TAO: An Optimization Toolkit for Large-Scale Applications

Slides:   pdf

2:25 pm
Discussion
2:30 pm Edward Michael Gertz
University of Wisconsin, Madison

An Object Oriented Architecture for Nonlinear Constrained Optimization

Slides:   pdf

2:55 pm
Discussion
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
Discussion
3:40 pm Roscoe A. Bartlett
Sandia National Laboratories

An Overview of MOOCHO (previously known as rSQP++) and the Use of Reduction/Transformation Vector Operators in Linear Algebra Interfaces for Advanced Numerical Algorithms and Computing Environments

Slides:   pdf    ps

4:05 pm
Discussion
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.
8:50 am Coffee Reception Room EE/CS 3-176
Minisymposium Speakers:
9:00 pm Michael S. Eldred
Sandia National Laboratories
DAKOTA: Virtual Prototyping with Large-Scale Engineering Simulations

Slides:   html    pdf    ppt

9:25 am
Discussion
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
Discussion
10:00 am Mark S. Gockenbach
Michigan Technological University

The Standard Vector Library

Slides:   pdf    ps

10:25 am
Discussion
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
Discussion
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
11:50 am
Lunch Break
1:00 pm
Hand-on Computer Demos
Lind Hall 409
4:30 pm
End of Conference
Saturday Monday Tuesday

LIST OF CONFIRMED PARTICIPANTS

As of 1/22/2003 FOR POSTDOCS
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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