Seminars & Events

Mathematics and Computer Science Division
"An Approach for the Adaptive Solution of Optimization Problems Governed by PDEs with Uncertain Coefficients"

DATE: January 18, 2012
TIME: 10:30 AM - 11:30 AM
SPEAKER: Drew Kouri, Wilkinson Fellowship Interview
LOCATION: TCS Conference Center, Rms 1404 and 1405, Argonne National Laboratory
HOST: Mihai Anitescu

Description:
Using derivative based numerical optimization routines to solve optimization problems governed by partial differential equations (PDE) with uncertain coefficients is computationally expensive due to the large number of PDE solves required at each iteration. I propose a framework for the adaptive solution of such optimization problems based on the retrospective trust region algorithm. I prove global convergence of the retrospective trust region algorithm under weak assumptions on gradient inexactness. If one can bound the error between actual and modeled gradients using reliable and efficient a posteriori error estimators, then the global convergence of the proposed algorithm follows. I present a stochastic collocation finite element method for the solution of the PDE constrained optimization problems. In the stochastic collocation framework, the state and adjoint equations can be solved in parallel. Initial numerical results for the adaptive solution of these optimization problems are presented.

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