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SUMMARY:From parametric optimization to optimal experimental design: A new
  perspective in the context of partial differential equations - Carraro\, 
 T (Ruprecht-Karls-Universitt Heidelberg)
DTSTART:20110721T093000Z
DTEND:20110721T100000Z
UID:TALK32120@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We propose a new perspective of the optimal experimental desig
 n problem (OED)\, whose several theoretical and computational aspects have
  been previously studied. The formal setting of parametric optimization le
 ads to the definition of a generalized framework from which the OED proble
 m 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 t
 heoretical results ranging from optimal control problems to the stability 
 of optimization problems. Following this approach\, we derive the OED prob
 lem in the context of partial differential equations (PDE) and present a p
 rimal-dual active set strategy to solve the constrained OED problem. Numer
 ical examples are presented.\n
LOCATION:Seminar Room 1\, Newton Institute
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