School Seminars and Colloquia

Adjoint based Optimization Methods


by Andreas Griewank

Institution: Humboldt Universitaet zu Berlin and DFG Research Center Matheon
Date: Thu 19th April 2007
Time: 3:15 PM
Location: Theatre 1, Ground Floor, ICT Building, 111 Barry St, The University of Melbourne

Abstract: As recently confirmed by an NP completeness result of Uwe Naumann the evaluation of Jacobians, Hessians, and other derivative matrices is a potentially costly computational task. In contrast, not only tangents representing Jacobian-vector products but also first and second order adjoints representing vector-Jacobian and Hessian vector products, can be obtained at a cost similar to the underlying vector or scalar function.

After reviewing the above results we discuss their impact on the design of optimization algorithms. I particular we present a new class of adjoint based quasi-Newton updates and a matrix-free one-shot approach to optimizing very large systems like those arising through the discretization of partial differential equations in aerodynamics and geophysics.

For More Information: Emma Lockwood Tel: +61 3 8344 1617