Spring 2009 Seminar Series

DATE: May 14th
LOCATION: E51-057
TIME: 4:15pm
Reception immediately following in the ORC ConferenceRoom, E40-106

SPEAKER:
Jorge Nocedal

TITLE
Optimization of Systems Described by Differential Equations

ABSTRACT
A very challenging problem in computational optimization is the solution of models whose constraints are given by the discretization of partial differential equations. These problems are often so large that Hessian and Jacobian matrices cannot be formed or stored -- and this prevents us from applying contemporary optimization algorithms. To solve these kinds of problems, it is imperative to use multilevel techniques and matrix-free optimization methods. In this talk I will report on some recent contributions we have made in this area. Three case studies will be considered: long-range weather forecasting, model calibration in financial engineering, and a problem in cancer treatment planning.

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