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

https://ncsu.zoom.us/j/432122316

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…