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20022003 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 illposedness. 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 stateoftheart 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, timedependent processes, structural mechanics, and inverse problems in seismology, medical imaging, data assimilation, and porous medium flow. In optimization, techniques such as automatic differentiation, derivativefree 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 3180 unless otherwise noted. 


8:30 am  Coffee and Registration 
Reception Room EE/CS 3176 

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 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Uri
M. Ascher University of British Columbia 
Computational Methods for Distributed Parameter Estimation in dD 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Grégoire
Allaire CMAP, Ecole Polytechnique, France 
Shape Optimization Using Sensitivity Analysis and a LevelSet Method 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  Lorenz
T. Biegler Carnegie Mellon University 
Optimization Methods for DAE Systems Slides: pdf 

3:30 pm 


3:40 pm  Coffee Break  Reception Room EE/CS 3176  
3:50 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
4:30 pm 
IMA
Tea and more (with POSTER SESSION)


FRIDAY,
JANUARY 10 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  George
Biros Courant Institute, New York University 
Boundary Integral Formulations for Shape Optimization of Elliptic PDEs Slides: pdf 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am 
Jeff Borggaard Virginia Tech 
Continuous Sensitivity Equations and Numerical Noise Slides: pdf 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Andreas
Waechter IBM T.J. Watson Research Center 
Application of an Interior Point Method for LargeScale Nonlinear Programming to Circuit Tuning Slides: pdf 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  Philip
E. Gill
University of California, San Diego 
SQP Methods for LargeScale Optimization  
3:30 pm 


3:40 pm  Coffee Break  Reception Room EE/CS 3176  
3:50 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
SATURDAY,
JANUARY 11 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Shlomo
Ta'asan Carnegie Mellon University 
Differential Optimization Problems: Analysis of the Hessian Slides: pdf 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Nicholas
I.M. Gould Rutherford Appleton Laboratory, England 
SQP, SLP and Interiorpoint Methods for Largescale Nonlinear Programming 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm 
Michael Hintermüller University of Graz, Austria 
Slides: pdf 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  Margaret
H. Wright New York University 
Numerical Pitfalls in Interiorpoint Methods  
3:30 pm 


3:40 pm  Coffee Break  Reception Room EE/CS 3176  
3:50 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
MONDAY,
JANUARY
13 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Ulf
Torbjörn Ringertz Kungliga Tekniska HÃ¶gskolan 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am 
Paul Hovland Argonne National Laboratory 
Automatic Differentiation and its Role in Simulationbased Optimization 

11:50 am 


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 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm 
Ekkehard W. Sachs Virginia Tech and University of Trier 
Managing POD Models in PDEConstrained Optimization Slides: pdf 

3:30 pm 


3:40 pm  Coffee Break  Reception Room EE/CS 3176  
3:50 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
TUESDAY,
JANUARY
14 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Tamara
G. Kolda Sandia National Labs, Livermore, CA 
Asynchronous and FaultTolerant Pattern Search Method for Science and Engineering Optimization Applications (workshop)  
10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  David
P. Young The Boeing Company 
Nonlinear Elimination in Aerodynamic Analysis and Design Optimization 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Susana
Gómez IIMAS, National University of Mexico 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  Peter
M. van den Berg Delft University of Technology, The Netherlands 

3:30 pm 


3:40 pm  Coffee Break  Reception Room EE/CS 3176  
3:50 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
6:00 pm  Workshop Dinner  Caspian
Bistro 2418 University Ave South, Minneapolis Phone: 6126231113 

WEDNESDAY,
JANUARY
15
All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Andrea
Walther Institut fuer Wissenschaftliches Rechnen, Technische Universitaet Dresden 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Guy
Chavent Universite ParisDauphine and InriaRocquencourt, France 
Curvature Steps and Geodesic Moves for Non Linear Least Squares Descent Algorithms Slides: html 

11:50 am 


12:00 pm 
Lunch
Break




2:00 pm  Steven
J. Benson Argonne National Laboratory 
TAO: An Optimization Toolkit for LargeScale Applications Slides: pdf 

2:25 pm 


2:30 pm  Edward
Michael Gertz University of Wisconsin, Madison 
An Object Oriented Architecture for Nonlinear Constrained Optimization Slides: pdf 

2:55 pm 


3:00 pm  Coffee Break  Reception Room EE/CS 3176  
3:10 pm  Kevin
Long Sandia National Laboratories 
Sundance: A HighLevel Tool for PDEConstrained Simulation and Optimization  
3:35 pm 


3:40 pm  Roscoe
A. Bartlett Sandia National Laboratories 

4:05 pm 


4:10 pm  Coffee Break  Reception Room EE/CS 3176  
4:20 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
THURSDAY,
JANUARY 16 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

8:50 am  Coffee  Reception Room EE/CS 3176  


9:00 pm  Michael
S. Eldred Sandia National Laboratories 
DAKOTA: Virtual Prototyping with LargeScale Engineering Simulations  
9:25 am 


9:30 am  Paul
T. Boggs Sandia National Laboratories, California 
The Implementation of an ObjectOriented SQP Method for Solving PDEConstrained Problems  
9:55 am 


10:00 am  Mark
S. Gockenbach Michigan Technological University 

10:25 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
10:40 am  Tamara
G. Kolda Sandia National Labs, Livermore, CA 
Design & Development of NOX, A C++ ObjectOriented Nonlinear Equation Solver (minisymposium)  
11:05 am 


11:10 am  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe 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 

Lind Hall 409  
4:30 pm 

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  SchlumbergerDoll 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 
XiaoChuan 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  SchlumbergerDoll 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 
JeongSoo 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 WisconsinMilwaukee 
ManChung Yeung  Mathematics  University of Wyoming 
David Young  The Boeing Company  
Jun Zhao  SchlumbergerDoll Research 