Rice
FIS

FIS image header
  •  
  •  
  •  
  •  
  •  
Download 
Scholarly Interest Report
         
Matthias Heinkenschloss
Professor
Professor of Computational and Applied Mathematics
 
e-mail:heinken@rice.edu
 
  • M.S. (Diploma) (1988) Mathematics, Minor in Economics University of Trier, Trier, Germany
  • Ph.D. (Dr. rer.nat.) (1991) Applied Mathematics University of Trier, Trier, Germany
 
Primary Department
   Department of Computational and Applied Mathematics
Picture
 
Department Affiliations
 
  • Ken Kennedy Institute for Information Technology
  •  
    Websites
     Curriculum Vitae
     Home Page - http://www.caam.rice.edu/~heinken/
     
    Research Areas
     Optimization, Optimal Control and Parameter Identification, Partial Differential Equations
     
    Selected Publications
     Refereed articles
     

    H. Antil, S. Hardesty, and M. Heinkenschloss "Shape Optimization of Shell Structure Acoustics." SIAM J. Control and OptimizationIn Press

     
     

    M. Heinkenschloss and D. Jando "Reduced Order Modeling for Time-Dependent Optimization Problems with Initial Value Controls." Submitted

     
     

    P. Benner, M. Heinkenschloss, J. Saak, and H. K. Weichelt "Inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations." Applied Numerical Mathematics, 108 (2016) : 125-142.


    http://dx.doi.org/10.1016/j.apnum.2016.05.006
     
     

    X. Deng and M. Heinkenschloss "A Parallel-in-Time Gradient-Type Method for Discrete Time Optimal Control Problems." Submitted

     
     

    D. P. KOURI, M. HEINKENSCHLOSS, D. RIDZAL, and B. G. VAN BLOEMEN WAANDERS, Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty, SIAM J. Scientific Computing, to appear.

     
     

    M. HEINKENSCHLOSS and D. RIDZAL, A Matrix-Free Trust-Region SQP Method for Equality
    Constrained Optimization, SIAM J. Optimization, 2014, Vol. 24, No. 3, pp. 1507-1541, DOI: 10.1137/130921738

     
     

    D. P. KOURI, M. HEINKENSCHLOSS, D. RIDZAL, and B. G. VAN BLOEMEN WAANDERS, A Trust-
    Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty,
    SIAM J. Scientific Computing, 2013, Vol. 35, No. 4, pp. A1847-A1879, DOI: 10.1137/120892362.

     
     

    M. BAMBACH, M. HEINKENSCHLOSS, and M. HERTY, A Method for Model Identification and Parameter Estimation, Inverse Problems, 2013, Vol. 29, No. 2, pages 025009, DOI: 10.1088/02665611/29/2/025009.

     
     

    D. LEYKEKHMAN and M. HEINKENSCHLOSS, Local Error Analysis of Discontinuous Galerkin
    Methods for Advection-Dominated Elliptic Linear-Quadratic Optimal Control Problems, SIAM J. Numerical Analysis, 2012, Vol. 50, No. 4, pp. 2012-2038, DOI: 10.1137/110826953.

     
     

    H. ANTIL, M. HEINKENSCHLOSS and R. H. W. HOPPE, Reduced Order Modeling Based Shape
    Optimization of Surface Acoustic Wave Driven Microfluidic Biochips. Mathematics and Computers
    in Simulation, 2012, Vol. 82, No. 10, pp. 1986 - 2003, DOI: 10.1016/j.matcom.2010.10.027.

     
     

    M. BAMBACH, M. HEINKENSCHLOSS, and M. HERTY "A Method for Model Identification and Parameter Estimation." Inverse ProblemsIn Press

     
     Articles
     

    H. Antil, S. Hardesty, and M. Heinkenschloss "Supplementary Materials: Shape Optimization of Shell Structure Acoustics." 


    http://www.caam.rice.edu/~heinken/papers/HAntil_SHardesty_MHeinkenschloss_2016b.pdf
     
     

    D. P. KOURI, M. HEINKENSCHLOSS, D. RIDZAL, and B. G. VAN BLOEMEN WAANDERS, Inexact
    Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization
    under Uncertainty, submitted.

     
     

    H. YUCEL, M. HEINKENSCHLOSS, and B. KARASOZEN. An Adaptive Discontinuous Galerkin
    Method for Convection Dominated Distributed Optimal Control Problems, submitted.

     
     

    M. HEINKENSCHLOSS and D. RIDZAL, A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization, submitted.

     
     

    D. P. KOURI, M. HEINKENSCHLOSS, D. RIDZAL, and B. G. VAN BLOEMEN WAANDERS "A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty." Submitted

     
     

    H. YUCEL, M. HEINKENSCHLOSS, and B. KARASOZEN "An Adaptive Discontinuous Galerkin Method for Convection Dominated Distributed Optimal Control Problems." Submitted

     
     Refereed conference papers
     

    H. ANTIL, M. HEINKENSCHLOSS, and D. C. SORENSEN, Application of the Discrete Empirical
    Interpolation Method to Reduced Order Modeling of Nonlinear and Parametric Systems. In A. Quarteroni and G. Rozza, Reduced Order Methods for Modeling and Computational Reduction. Simul. & Appl. Vol. 9, Springer Verlag 2014, pp. 101-136. DOI: http://dx.doi.org/10.1007/978-3-319-02090-7_4.

     
     

    E. KETELAER, V. HEUVELINE, and M. HEINKENSCHLOSS, Parallel solvers for flow control based
    on domain decomposition. Proceedings in Applied Mathematics and Mechanics, WILEY-VCH Verlag, 2013, pp. 395–396. DOI: 10.1002/pamm.201310193.

     
     

    H. YUCEL, M. HEINKENSCHLOSS, and B. KARASOZEN, Distributed Optimal Control of Diffusion-
    Convection-Reaction Equations Using Discontinuous Galerkin Methods. In A. Cangiani, R. Davidchack, E. Georgoulis, A. Gorban, J. Levesley, M. Tretyakov, Numerical Mathematics and Advance Applications. ENUMATH 2011. Springer Verlag, Berlin, Heidelberg, New York, 2013, pp. 389-397. DOI: 10.1007/978-3-642-33134-3 42

     
     

    H. ANTIL, M. HEINKENSCHLOSS, and D. C. SORENSEN, Application of the Discrete Empirical
    Interpolation Method to Reduced Order Modeling of Nonlinear and Parametric Systems. In A. Quarteroni and G. Rozza, Reduced Order Methods for Modeling and Computational Reduction. Springer Verlag, Berlin, Heidelberg, New York, submitted.

     
     

    H. YUCEL, M. HEINKENSCHLOSS, and B. KARASOZEN, Distributed Optimal Control of Diffusion-
    Convection-Reaction Equations Using Discontinuous Galerkin Methods. In A. Cangiani, R. Davidchack, E. Georgoulis, A. Gorban, J. Levesley, M. Tretyakov, Numerical Mathematics and Advance Applications. ENUMATH 2011. Springer Verlag, Berlin, Heidelberg, New York, 2013.

     
    Presentations
     Conference abstracts
     

    SIGOPT - International Conference on Optimization, University Trier, Germany,  April 6-8, 2016.

     
     

    SIAM Conference on Uncertainty Quantification (UQ16), Lausanne Switzerland, April 5-8, 2016.

     
     Invited Talks
     

    Invited Speaker.  "Adaptive methods for PDE constrained optimization under uncertainty." Workshop From Open to Closed Loop Control, Mariatrost/Graz, Austria. (June 22-26, 2015)

     
     

    Invited Speaker.  "Adaptive methods for PDE constrained optimization with uncertain data." Workshop Direct and Inverse Problems for PDEs with Random Coefficients, Weierstrass Institute Berlin, Berlin, Germany. (November 9-13, 2015)

     
     

    Invited Speaker.  "Adaptive stochastic collocation for PDE optimization under uncertainty." HGS MathComp, Universitat Heidelberg, Heidelberg, Germany. (June 15, 2015)

     
     

    Invited Speaker.  "Adaptive stochastic collocation for PDE optimization under uncertainty." Oberseminarter Optimierung, Technische Universitat Munchen, Garching bei Munchen, Germany. (May 26, 2015)

     
     

    Invited Speaker.  "Adaptive stochastic collocation for PDE optimization under uncertainty." Magdeburg Lectures on Optimization and Control, (June 29, 2015)

     
     

    Invited Speaker.  "Model Reduction in PDE-Constrained Optimization." Third Workshop on Model Reduction for Parametrized Systems (MoRePaS), SISSA, International School for Advanced Studies, Trieste, Italy. (October 13-16, 2015)

     
     

    Invited Speaker.  "Projection-Based Model Reduction for the Simulation of Nonlinear Systems." Workshop, Technische Universitat, Berlin, Germany. (May 18+19, 2015)

     
     

    Minisymposium Speaker.  "Adaptive reduced basis stochastic collocation for PDE optimization under uncertainty." SIAM Conference on Optimization, San Diego, CA. (May 19-22, 2014)

     
     

    Invited Speaker.  "Trust-region adaptive stochastic collocation for PDE optimization under uncertainty." Humboldt Universitat , Berlin, Germany. (July 10, 2014)

     
     

    Speaker.  "A New Approach for Model and Parameter Identification." Computational and Applied Mathematics Colloquium, Rice University, Houston, TX. (March 4, 2013)

     
     

    Minisymposium Speaker.  "Adaptive Stochastic Collocation for PDE Optimization Under Uncertainty." SIAM Conference on Computational Science and Engineering (CSE13), Boston, MA. (February 25 March 1, 2013)

     
     

    Invited Speaker.  "Domain Decomposition Methods for the Optimization of Time-Dependent Partial Differential
    Equations." Multiple Shooting and Time Domain Decomposition Methods (MuS-TDD) at the Universitat Heidelberg, Heidelberg, Germany. (May 6-8, 2013)

     
     

    Invited Speaker.  "Model Reduction for the Solution of PDE Constrained Optimization Problems." Model Reduction and Approximation for Complex Systems at the Centre International de Rencontres Mathematiques (CIRM), Luminy, France. (June 10-14, 2013)

     
     

    Invited Plenary Speaker.  "Optimization Based Domain Decomposition for PDE Constrained Optimization Problems." Conference on Domain Decomposition Methods for Optimization with PDE Constraints, Centro Stefano Franscini (CSF), Monte Verita, Ascona, Switzerland. (September 1-6, 2013)

     
     

    Invited Speaker.  "Optimization of Systems Modeled by Partial Differential Equations with Uncertain Parameters." Depts. of Imaging Physics and Radiation Physics Seminar, MD Anderson, Houston, TX. (December 12, 2013)

     
     

    Minisymposium Speaker.  "A Trust-Region Based Adaptive Stochastic Collocation Method for PDE Constrained Optimization with Uncertain Coefficients." International Mathematical Programming Symposium, Berlin, Germany. (August 1924, 2012)

     
     

    Invited Speaker.  "Numerical Optimization of Partial Differential Equations with Uncertain Coefficients." Conference on Numerical Methods for Optimal Control and Inverse Problems (OCIP2012), Technical University of Munich, Munich, Germany. (March 1214, 2012)

     
     

    Invited Speaker.  "Numerical Solution of PDE Constrained Optimization Problems." ExxonMobil Research & Engineering Company, Annandale, NJ. (January 30, 2012)

     
     

    Invited Speaker.  "Optimization and Model Reduction of PDE-Constrained Problems." CECAM workshop on Reduced Basis, POD and Reduced Order Methods for Model and Computational Reduction, Lausanne Switzerland. (May 14-16, 2012)

     
     Keynote Speaker
     

    DelMar Numerics Day,  George Mason University, Fairfax, VA, May 14, 2016

     
     Lectures
     

    EU Regional School at the Aachen Institute for Advanced Study in Computational Engineering Science (AICES),   RWTH Aachen, Germany, June 13-17, 2016.

     
     

    Research Training Group on Algorithmic Optimization (ALOP) at the Universitaet Trier, Germany, June 20-July 1, 2016.

     
     Seminar Speaker
     

    AFIT - Department of Mathematics and Statistics Colloquium, Dayton, OH, October 20, 2016.

     
     

    Weierstrass Institute Berlin, Germany, July 12, 2016.

     
     Workshops
     

    Workshop Computational Methods for Control of Infinite-dimensional Systems,

    Institute of Mathematics and its Applications (IMA), Minneapolis, March 14 - 18, 2016.

     
     

    Invited Speaker.  "Adaptive stochastic collocation for PDE optimization under uncertainty." Workshop on Risk Management Approaches in Engineering Applications, University of Florida, Gainesville, FL. (November 14-17, 2014)

     
    Editorial Positions
     Associate Editor, Mathematical Programming, Series A. (2000 - 2013)

     Member of the Editorial Board, Numerical Linear Algebra with Applications. (2008 - 2015)

     Member of the Editorial Board, Numerical Linear Algebra with Applications. (2008 - 2012)

     Member of the Editorial Board, European Mathematical Society (EMS) Book Series in Industrial and Applied Mathematics. (2013 - 2015)

    Supervised Theses & Dissertations
     Drew Kouri, Ph.D. An Approach for the Adaptive Solution of Optimization Problems Governed by Partial Differential Equations with Uncertain Coefficients. (2012) (Thesis Director)

     Jedidiah W. Gohlke, M.A/ Reduced Order Modeling for Optimization of Large Scale Dynamical Systems. (2013) (Thesis Director)

     Kun Liu, Ph.D. Discontinuous Galerkin Methods for Parabolic Partial Differential Equations with Random Input Data. (2013) (Thesis Committee Member)

     Debashis Dash, Ph.D. Distributed Resource Allocation with Local Information. (2013) (Thesis Committee Member)

     Timur Takhtaganov, M.A. High-Dimensional Integration for Optimization Under Uncertainty. (2015) (Thesis Director)

     Jizhou Li, PhD High order discontinuous Galerkin methods for simulating miscible displacement process in porous media with a focus on minimal regularity. (2015) (Thesis Committee Member)

     Igor Terentyev, PhD Nonlinear Extended Waveform Inversion. (2016) (Thesis Committee Member)

     Jonathan Baker, MA Nonnormality in Lyapunov Equations. (2016) (Thesis Committee Member)

     Brianna Lynn, MA Optimal Control of Flow and Transport Equations Using Discontinuous Galerkin Methods. (2016) (Thesis Committee Member)

     Jie Hou, PhD Accelerating seismic imaging and velocity mode building with approximate extended Born inversion. (2016) (Thesis Committee Member)

     Akshay Agrawal, PhD Optimization of Plane Wave Directions in Plane Wave Discontinuous Galerkin Methods For the Helmholtz Equation. (2016) (Thesis Committee Member)

     Xiaodi Deng, PhD Parallel-In-Time Gradient-Type Method For Optimal Control Problems. (2017) (Thesis Director)

     Timur Takhtaganov, PhD Numerical solution of risk-averse optimization problems governed by partial differential equations with uncertain coefficients. (2017) (Thesis Director)

     Caleb Magruder, PhD Projection-Based Model Reduction in the Context of Optimization with Implicit PDE Constraints. (2017) (Thesis Director)

     Bryan Doyle, MA TBD. (Thesis Co-Director)

     Millie Mays, M.A. Discrete Search Optimization for Real-Time Path Planning in Satellites. (Thesis Director)

     Igor Terentyev, PhD TBD. (Thesis Committee Member)

     Xiao Liu, PhD TBD. (Thesis Committee Member)

     Peter Geldermans, PhD TBD. (Thesis Co-Director)