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From parametric optimization to optimal experimental design: A new perspective in the context of partial differential equations

Thursday 21st July 2011 - 10:30 to 11:00
INI Seminar Room 1
We propose a new perspective of the optimal experimental design problem (OED), whose several theoretical and computational aspects have been previously studied. The formal setting of parametric optimization leads to the definition of a generalized framework from which the OED problem can be derived. Although this approach does not have a direct impact on the computational aspects, it links the OED problem to a wider field of theoretical results ranging from optimal control problems to the stability of optimization problems. Following this approach, we derive the OED problem in the context of partial differential equations (PDE) and present a primal-dual active set strategy to solve the constrained OED problem. Numerical examples are presented.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons