Loading Events

Department of Mathematics Calendar

Joseph Hart, Sandia National Laboratories, Hyper-Differential Sensitivity Analysis: Managing High Dimensional Uncertainty in Large-Scale Optimization

April 7 | 3:00 pm - 4:00 pm EDT

Event Navigation

Large-scale optimization is ubiquitous in scientific and engineering applications. The end goal in most applications is the solution is a design, control, or inverse problem, constrained by complex high-fidelity models. Achieving this goal is challenging for many reasons, most notably, the computational complexity of the models and their numerous sources of uncertainty. This talk introduces hyper-differential sensitivity analysis (HDSA) as a tool to assess the sensitivity of optimal solutions with respect to uncertainties. Differing from traditional sensitivity analysis, HDSA provides unique insights in the context of the optimization problem rather than simply the model. The mathematical foundations of HDSA are presented, scalable algorithms are developed to manage high dimensional uncertainty, and insightful examples demonstrate the utility of the proposed approach for nonlinear and multi-physics problems.

This abstract describes objective technical results and analysis. Any subjective views or opinions that might be expressed in the abstract do not necessarily represent the views of the U.S. Department of Energy or the United States Government. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia LLC, a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525. SAND2020-3425 A.

Join Zoom Meeting
https://ncsu.zoom.us/j/432122316

Meeting ID: 432 122 316

One tap mobile
+13126266799,,432122316# US (Chicago)
+19292056099,,432122316# US (New York)

Dial by your location
+1 312 626 6799 US (Chicago)
+1 929 205 6099 US (New York)
+1 253 215 8782 US
+1 301 715 8592 US
+1 346 248 7799 US (Houston)
+1 669 900 6833 US (San Jose)
Meeting ID: 432 122 316
Find your local number: https://ncsu.zoom.us/u/abXwXcUx85

Join by SIP
432122316@zoomcrc.com

Join by H.323
162.255.37.11 (US West)
162.255.36.11 (US East)
221.122.88.195 (China)
115.114.131.7 (India Mumbai)
115.114.115.7 (India Hyderabad)
213.19.144.110 (EMEA)
103.122.166.55 (Australia)
209.9.211.110 (Hong Kong)
64.211.144.160 (Brazil)
69.174.57.160 (Canada)
207.226.132.110 (Japan)
Meeting ID: 432 122 316

Details


Date

April 7

Time
3:00 pm - 4:00 pm
Event Category: