Leyffer began the session with a presentation titled “Robust nonlinear optimization.” Many optimization problems involve uncertain data or decision variables that cannot be implemented exactly. Such problems can, however, be formulated as “robust” optimization problems – a class of optimization problems under uncertainty. Leyffer discussed potential algorithmic approaches to handling these.
The panel included talks on nonsmooth nonconvex optimization, risk-averse PDE-constrained optimization, shape optimization, and global optimization.
The Copper Mountain Conference on Iterative Methods, held every other year, is the premier conference on all aspects of iterative solution methods and their applications. The meeting is organized in cooperation with SIAM.
For information about the conference, see the website.