Optimization Perspective in Raking
In survey sciences and global health, raking is the problem of adjusting estimates to match marginal constraints and observations. We present raking from an optimization perspective, highlighting the important role that entropic distance plays in the classic problem and algorithms. We then show how the optimization lens makes it easy to add long-sought-after functionality to […]
Parallel-in-Time Methods of Optimal Control Problems under Hyperbolic PDE Constraints
The problem of finding an optimal control for a system governed by hyperbolic partial differential equations arises in many applications: two examples are source inversion and optimal turbine placement for wave energy generation. As in any optimal control problem, one must deal with a huge amount of data and computation, and parallelizable numerical algorithms such […]
Bulge Chasing Is Pole Swapping
At the beginning of the era of electronic computing there was a big effort to produce software to make the newly constructed hardware useful. In the area of scientific computing, one need that was recognized early on was for efficient and reliable methods to compute the eigenvalues of a matrix. This need was met around […]
Title TBA
Information to come. Refreshments will be served preceding the talk, beginning at 2:45.