# Mathematics Colloquia and Seminars

Return to Colloquia & Seminar listing

### Optimization of Systems Described by Differential Equations

**PDE and Applied Math Seminar**

Speaker: | Jorge Nocedal, Northwestern University |

Location: | 1147 MSB |

Start time: | Wed, May 20 2009, 3:10PM |

A very challenging problem in computational science is the solution of optimization problems whose constraints are given by the discretization of 3-dimensional 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, matrix-free optimization methods and to compute steps inexactly so as to minimize the cost of the iteration. In this talk I will report on some recent contributions we have made in this area. Two case studies will be considered: long-range weather forecasting and a problem in cancer treatment planning

Note that this seminar is earlier than usual because of the Colloquium this week.