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Colloquium September 5

Date: Friday September 5

Time: 16:00 to 17:00

Place: 210 McBryde

Speaker: Ekkehard Sachs

Title: Large Scale Optimization - Methods and Applications

Abstract

Large scale optimization problems have become the focus of many research areas in optimization. They include problems in optimal control, shape design, finance and various others areas. In this talk we present several of these applications and show how optimization plays an important role in their solution. The size of the resulting optimization problem is usually very large and requires special numerical techniques. Several of the issues involved in solving these like iterative methods, preconditioning etc. will be addressed. Finally, current research areas and projects will be presented.


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