OPTEC this week / Stevin Lecture Betts / convex courses
Dear OPTEC Members and Friends,
this week we have two visitors, Dr. Potschka and Dr. Kirches from Heidelberg (PDE / Mixed Integer)/
Andreas Potschka speaks Tuesday at 4pm on optimization with PDE to which you are most warmly
invited, see the abstract below.
Next week after Feb 7 there are many events including the Stevin Lecture by John Betts on Feb 8, see the links below.
The second next week two convex optimization events start, the introductory lecture by G. Pipeleers
in Leuven (15. Feb) and the Franqui lecture by Y. Nesterov in Liege (17 Feb), both need subscription,
see the links below.
Best regards,
Moritz Diehl
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Tue 31 Jan 2012 16:00-17:00, ESAT 00.62
"Optimization problems with time-periodic PDE constraints"
Andreas Potschka
Interdisciplinary Center for Scientific Computing (IWR)Heidelberg University
Optimization problems with time-periodic parabolic PDE constraints arise in important application areas, e.g., in chemical engineering. The resulting nonlinear dynamical optimization problems are difficult, especially because they feature free initial values. We present a novel direct numerical optimization method based on inexact Sequential Quadratic Programming (SQP) with a two-grid Newton-Picard preconditioned Linear Iterative Splitting Approach (LISA) for the quadratic subproblems (QPs). The method features fast linear convergence that is independent of the degrees of freedom for the fine spatial discretization grid. We demonstrate how the arising large-scale QPs can be solved efficiently via intelligent structure exploitation. Moreover, we address issues of affine-invariant globalization of convergence and discuss local convergence of LISA-SQP in the framework of Bock's kappa-Theory. We present how novel a-posteriori kappa-estimators can be used to control the local rate of convergence by adaptively choosing the coarse grid from a given hierarchy of grid levels. Finally, we illustrate the performance of the method by numerical results for three application problems ranging from an academic model problem to a real-world periodic adsorption process.
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To subscribe to the many events of next week (http://www.kuleuven.be/optec/event)
if you did not yet do, you may still use the doodle:
http://www.doodle.com/u7urd2s3tzxtvdgq
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The Convex Optimization PhD course starts on Feb 15. Participation is highly recommended to virtually all OPTEC PhD students and many postdocs:
http://people.mech.kuleuven.be/~gpipelee/cvx_course.html
If you want to participate in this course, please send an email to goele.pipeleers@mech.kuleuven.be, and indicate whether or not you intend to take the evaluation.
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February, 17 2012
9:30-17:00, Salle académique, Liège
9:30 - 12:30:
• Etienne de Klerk (Tilburg University)
• Alexandre d'Aspremont (École Polytechnique, Paris)
• Michel Baes (ETH Zürich)
15:00
Yurii Nesterov: Algorithmic Challenges in Optimization
Mathematical Point of View
Register at:
http://www.montefiore.ulg.ac.be/~francqui/
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