Numerical Optimization

FASTMath Research Focus Area
Numerical Optimization

Numerical optimization is an outer-loop problem used in many applications to select parameters to minimize or maximize a quality of interest. SciDAC and the DOE ASCR Applied Mathematics Program have funded research on methods for solving derivative-free optimization problems, discrete optimization problems, and PDE-constrained optimization problems and for calculating sensitivities. Our focus in FASTMath is to develop methods for dynamic optimization problems with constraints that may include discrete variables and multiple objectives, methods for sensitivity analysis using surrogate models, and capabilities for computing adjoint and forward sensitivities.