Simon Stevin Lecture - Matthias Heinkenschloss

Tue 02 Mar 2010 17:00-18:00, Auditorium of the Arenberg Castle
14th Simon Stevin Lecture on Optimization in Engineering

"Numerical Solution of PDE Constrained Optimization Problems"

Matthias Heinkenschloss (Rice University)
www.caam.rice.edu/~heinken/



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Abstract

Optimization problems governed by partial differential equations (PDEs) arise in many science and engineering applications in the form of parameter identification problems, optimal design problems, or optimal control problems. Ultimately the numerical solution of these problems lead to large scale nonlinear programming problems (NLPs) in which the objective function or some of the constraint functions depend on the discretized PDE. However, for the reliable and efficient solution of PDE constrained optimization problems it is not enough to couple PDE discretizations with large scale NLP solvers. Instead, it is important to carefully integrate the analysis of the infinite dimensional optimization problems, the PDE discretization, and the optimization algorithms. In this talk I will present some PDE constrained optimization applications and discuss their numerical solution. I will emphasize the differences between the numerical solution of a single PDE and the PDE constrained optimization problem.

Biographical Information

Matthias Heinkenschloss is Professor at the Department of Computational and Applied Mathematics at Rice University. He obtained the diploma and PhD from the University of Trier. He currently is Associate Editor of 'Systems & Control Letters', Associate Editor of 'Mathematical Programming, Series A' and Member of the Editorial Board of 'Numerical Linear Algebra with Applications'.
The research interests of Dr. Heinkenschloss are in optimization, optimal control and parameter identification, partial differential equations, model reduction and the application of optimization in science and engineering.

About the Lecture Series:

The "Simon Stevin Lecture Series on Optimization in Engineering" is set up in order to promote optimization in engineering. For this aim, every quarter of the year an outstanding international scholar is invited to report on latest progress in the development of optimization algorithms and their applications in engineering.
Simon Stevin (1548-1620) was a Flemish mathematician and engineer. Among other, he helped to advance the use of decimal fractions, was the first to explain the tides by the attraction of the moon, and discovered the hydrostatic paradox. He made numerous inventions, among them a wind propelled carriage with sails, the "land yacht", which once impressed Prince Maurice of Orange as it moved faster than horses, in around 1600 on the beach between Scheveningen and Petten. Simon Stevin was fond of promoting the use of science in daily life and in craftmanship, and translated various mathematical terms into dutch. Among other, he introduced the dutch word for mathematics, "wiskunde".

Directly after this Simon Stevin Lecture, a little reception will be given at 18:00 in the salons of Arenberg Castle, to which all attendants of the lecture are most warmly welcome!

***** REGISTRATION ENCOURAGED *****
Please send an e-mail with the subject "STEVIN" to optec.secretariaat@esat.kuleuven.be if you intend to participate in the event. No obligation, just to help us getting an idea how many people plan to come.

This Stevin lecture is co-sponsored by ICCoS (Identification and Control of Complex Systems), a Scientific Research Network of the Research Foundation - Flanders (FWO-Vlaanderen).

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Newsflash

Johan Suykens has been awarded an ERC Advanced Grant. 

The ERC Project is entitled "A-DATADRIVE-B: Advanced Data-Driven Black-box modelling" and will in the coming 5 years considerably reinforce the research of OPTEC's working group 2 on Data Driven Modelling, which is led by Johan Suykens. More info can be found on
http://www.kuleuven.be/research/erc/suykens.html

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