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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Low rank methods for PDE-constrained optimization
- Martin Stoll (Technische Universität Chemnitz)
DTSTART;TZID=Europe/London:20180308T114500
DTEND;TZID=Europe/London:20180308T123000
UID:TALK102238AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/102238
DESCRIPTION:Optimization subject to PDE constraints is crucial
in many applications . Numerical analysis has con
tributed a great deal to allow for the efficient s
olution of these problems and our focus in this ta
lk will be on the solution of the large scale line
ar systems that represent the first order optimali
ty conditions. We illustrate that these systems\,
while being of very large dimension\, usually cont
ain a lot of mathematical structure. In particular
\, we focus on low-rank methods that utilize the
Kronecker product structure of the system matrices
. These methods allow the solution of a time-depen
dent problem with the storage requirements of a sm
all multiple of the steady problem. Furthermore\,
this technique can be used to tackle the added dim
ensionality when we consider optimization problems
subject to PDEs with uncertain coefficients. The
stochastic Galerkin FEM technique leads to a vast
dimensional system that would be infeasible on any
computer but using low-rank techniques this can b
e solved on a standard laptop computer.
LOCATION:Seminar Room 1\, Newton Institute
CONTACT:info@newton.ac.uk
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