2nd Sandia Workshop on Large-scale PDE-Constrained Optimization:

Towards Real-time and Online PDE-Constrained Optimization


May 19-21, 2004

Bishop’s Lodge, Santa Fe, New Mexico


Final workshop program available here


Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by PDEs. The size and complexity of the PDE simulations often present significant optimization challenges. Recent years have seen sustained progress in PDE solvers and optimization algorithms, and the rapid rise in computing capability. Accompanying these advances is a growing interest in real-time and online simulation-based optimization in such diverse areas as aerodynamics, atmospheric and geosciences, chemical process industry, environment, homeland security, infrastructure, manufacturing, and medicine. The need for real-time and online optimization arises in the form of:


  • Inverse problems, in which sensor data is repeatedly assimilated  into simulations of dynamic processes
  • Control problems, in which optimal strategies are repeatedly generated based on new data
  • Design problems, in which an optimum is generated rapidly to enable interactive design


The challenges for real-time and online optimization methods include the ability to:


  • Run sufficiently quickly for decision-making at relevant time scales
  • Adjust to different solution accuracy requirements
  • Target time-dependent objectives and constraints
  • Tolerate incomplete, uncertain, or errant data
  • Be capable of bootstrapping current solutions
  • Yield meaningful results when terminated prematurely
  • Be robust in the face of ill-posedness
  • Scale to large problem sizes and numbers of processors


To discuss research issues associated with overcoming these challenges, the Computer Science Research Institute (CSRI) at Sandia National Laboratories will sponsor an invitation-only workshop on May 19-21, 2004. This is the second workshop in a series on PDE-based optimization; the first workshop was held in April 2001.


The invited speakers will address the following issues:


  • Reduced order modeling within the context of design and control
  • Frameworks for real-time and online assimilation and control
  • Fast solution methods for time-dependent optimality systems
  • Stability, convergence, and regularization issues in the online context
  • Applications to problems in aerospace sciences, chemical processes, earth and atmospheric sciences, and medicine


The number of invited speakers has been kept intentionally small, to allow plenty of time for discussion and debate, both formal and informal. We anticipate publication of a volume related to the workshop themes on real-time and online optimization in SIAM's Computational Science and Engineering book series. LaTeX Macros for authors can be found here. A volume that came out of the first workshop has been published by Springer.


Workshop Organizing Committee:


  • Larry Biegler, Carnegie Mellon University
  • Omar Ghattas, Carnegie Mellon University
  • Matthias Heinkenschloss, Rice University
  • David Keyes, Columbia University
  • Bart van Bloemen Waanders, Sandia National Labs


Adminstrative Support:


  • Deanna Ceballos, Sandia
  • Barbara Delap, Sandia


Workshop participants:


  • Volkan Akcelik, CMU
  • Natalia Alexandrov, NASA Langley
  • Frank Allgower, Stuttgart 
  • Roscoe Bartlett, Sandia
  • Larry Bielger, CMU
  • George Biros, UPenn
  • Georg Bock, Heidelberg
  • Paul Boggs, Sandia
  • Alfio Borzi, Graz
  • Deanna Ceballos, Sandia
  • Scott Collis, Sandia
  • Nguyen Cuong, MIT
  • Barbara De Lap
  • Charbel Farhat, Colorado-Boulder
  • Omar Ghattas. CMU
  • Martin Grepl. MIT
  • Max Gunzburger, Florida State
  • Eldad Haber, Emory
  • Matthias Heinkenschloss, Rice
  • Judy Hill, CMU
  • Michael Hintermuller, Graz/Rice
  • Michael Hinze, Dresden 
  • David Keyes, Columbia
  • Sangtae Kim, NSF
  • Carl Laird, CMU
  • Friedmann Leibfritz, Trier
  • Michael Lewis, William and Mary
  • Kevin Long, Sandia
  • Kurt Maute, Colorado-Boulder
  • Scott Mitchell, Sandia
  • Anthony Patera, MIT
  • Linda Petzold, UCSB
  • Ekkehard Sachs, Virginia Tech/Universitat Trier
  • Andy Salinger Sandia
  • Radu Serban, LLNL
  • John Shadid, Sandia
  • Danny Sorensen, Rice
  • George Staus, ExxonMobil Upstream
  • Stefan Ulbrich, TU Munich
  • Bart van Bloemen Waanders, Sandia
  • Karen Willcox, MIT
  • David Womble, Sandia
  • David Young, Boeing