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Computational Applied Mathematics and Operations Research

Matthias Heinkenschloss

Noah Harding Chair and Professor of Computational Applied Mathematics and Operations Research

Member, Ken Kennedy Institute

Matthias Heinkenschloss’ research focuses on the development of theoretically founded, computationally efficient numerical algorithms for large-scale nonlinear optimization problems and their applications to engineering and science problems. Matthias Heinkenschloss’ research focuses on the development of theoretically founded, computationally efficient numerical algorithms for large-scale nonlinear optimization problems and their applications to engineering and science problems. Specific research areas include partial differential equation (PDE) constrained optimization, optimization under uncertainty, optimal control, shape optimization, data-driven model reduction, problem discretzations, iterative solution of linear systems, and domain decomposition in optimization. Applications include flow control, reservoir management, shell structure acoustic optimization, imaging, and shape optimization.

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Average rating

3.5

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Difficulty

3.8

course-linked average

Courses

5

in seeded sections

Public profile

Biography

Matthias Heinkenschloss’ research focuses on the development of theoretically founded, computationally efficient numerical algorithms for large-scale nonlinear optimization problems and their applications to engineering and science problems. Matthias Heinkenschloss’ research focuses on the development of theoretically founded, computationally efficient numerical algorithms for large-scale nonlinear optimization problems and their applications to engineering and science problems. Specific research areas include partial differential equation (PDE) constrained optimization, optimization under uncertainty, optimal control, shape optimization, data-driven model reduction, problem discretzations, iterative solution of linear systems, and domain decomposition in optimization. Applications include flow control, reservoir management, shell structure acoustic optimization, imaging, and shape optimization.

Research areas

Matthias Heinkenschloss’ research interests are in the design and analysis of mathematical optimization algorithms for nonlinear, large-scale (often infinite dimensional) problems and their applications to science and engineering problems. Research areas include large-scale nonlinear optimization, model order reduction, optimal control of partial differential equations (PDEs), optimization under uncertainty, PDE constrained optimization, iterative solution of KKT systems and domain decomposition in optimization.

Courses taught

CMOR 490

Undergrad Research Projects

Semester-long undergraduate-level research on a topic in computational and applied mathematics and/or operations research. Repeatable for Credit.

Comp Appl Math Operations RschNone1-6 credits
3.35.1hAnderson, Thomas Geoffrey, Chan, Jesse, Das Gupta, Shuvomoy, de Hoop, Maarten, Heinkenschloss, Matthias, Hicks, Illya V., Pang, Guodong, Perez Salazar, Sebastian, Riviere, Beatrice, Schaefer, Andrew, Zhang, Lu

CMOR 531

Convex Optimization

Convex optimization problems arise in communication, system theory, VLSI, CAD, finance, inventory, network optimization, computer vision, learning, statistics, etc., even though oftentimes convexity may be hidden and unrecognized. Recent advances in interior-point methodology have made it much easier to solve these problems and various solvers are now available. This course will introduce the basic theory and algorithms for convex optimization, as well as its many applications to computer science, engineering, management science and statistics. Biennial; Offered in Odd Years. Recommended Prerequisite(s): (CAAM 335 or CMOR 302 and MATH 321)

Comp Appl Math Operations RschNone3 credits
3.58.9hHeinkenschloss, Matthias

CMOR 590

Graduate Research Projects

Semester-long graduate-level research on a topic in computational and applied mathematics and/or operations research. Repeatable for Credit.

Comp Appl Math Operations RschNone1-15 credits
3.55.6hAnderson, Thomas Geoffrey, Chan, Jesse, Das Gupta, Shuvomoy, de Hoop, Maarten, Heinkenschloss, Matthias, Hicks, Illya V., Ma, Shiqian, Pang, Guodong, Perez Salazar, Sebastian, Riviere, Beatrice, Schaefer, Andrew, Zhang, Lu

CMOR 595

Practicum In Cmor

This course is restricted to graduate students in degree programs administered by the Department of Computational Applied Mathematics and Operations Research (CMOR). This course introduces current theoretical and applied problems in the practice of Computational Applied Mathematics and Operations Research through practical internships. Students will be required to complete a paid or unpaid off-campus internship. Students will be required to submit a written, 5-10 page report summarizing the experience developed during the internship, as well documenting how the internship was instrumental to the student’s course of study. This course is repeatable for credit, but the total number of CAAM 595 credits that can be applied to a specific degree program, may be limited by that degree program. Repeatable for Credit.

Comp Appl Math Operations RschNone1-2 credits
3.45.7hHeinkenschloss, Matthias

CMOR 800

Research And Thesis

This course is for MA or PhD students working on their thesis research. Repeatable for Credit.

Comp Appl Math Operations RschNone1-15 credits
3.87.4hAnderson, Thomas Geoffrey, Chan, Jesse, Das Gupta, Shuvomoy, de Hoop, Maarten, Heinkenschloss, Matthias, Hicks, Illya V., Ma, Shiqian, Pang, Guodong, Perez Salazar, Sebastian, Riviere, Beatrice, Schaefer, Andrew, Zhang, Lu

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