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Title |
A Multigrid Method for the Optimization of Systems Governed by
Differential Equations
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Speaker
E-mail
From
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R. Michael Lewis
buckaroo@math.wm.edu
Dept. of Mathematics
The College of William and Mary
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Date
Time
Location |
Thursday, August 1, 2002
10-11am (PST)
Bldg. 921, Room 137 (Sandia - CA)
Bldg. 980, Room 95 (Sandia - NM)
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Abstract |
We discuss a multigrid approach to the optimization of systems
governed by differential equations. Using several model problems as
illustrations, we present analytical and numerical results that
suggest why, in many cases, a multigrid method would be effective for
such optimization problems. Interestingly, multigrid methods may be
effective for the solution of the optimization problem even when
multigrid is not appropriate for the solution of the governing
differential equation.
To try to explain how multigrid works for optimization, we will
examine some of the effects of locality and non-locality in frequency
and space in the optimization of systems governed by differential
equations. As we describe, a central role is played by the
qualitative nature of the Hessians of the objective and constraints
for such problems, and the fact that the behavior of the system is
governed by a differential equation.
This is joint work with Stephen Nash of George Mason University.
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About the Speaker |
Michael Lewis is currently in the Department of Mathematics at the College
of William & Mary. His research interests include the optimization of
systems governed by differential equations, optimization for engineering
design, parameter estimation, and direct search and barrier algorithms for
optimization. Before joining the faculty of William & Mary in 2000, he
was a Senior Staff Scientist at the Institute for Computer Applications in
Science and Engineering (ICASE) at NASA Langley Research Center.
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Download |
PDF Format
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| Sandia Point of Contact: |
Tamara Kolda, (925)294-4769, tgkolda@sandia.gov
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