Prof. Dr. Thomas M. Surowiec

Professor of Mathematical Optimization

News

2021

• I will be presenting the talk An Interior-Point Approach for Risk-Averse PDE-Constrained Optimization using Mean-Plus-CVaR at the upcoming SIAM Conference on Computational Science and Engineering (CSE21) March 1 - 5, 2021 (virtual) Originally scheduled in Fort Worth, Texas, U.S. Here's a link to the abstract.
• I am organizing a minisymposium together with Drew P. Kouri (Sandia National Labs) at the upcoming SIAM Conference on Computational Science and Engineering (CSE21) March 1 - 5, 2021 (virtual) Originally scheduled in Fort Worth, Texas, U.S. Here's a link to the schedule of talks.
• I will be attending the MFO Oberwolfach Workshop on Challenges in Optimization with Complex PDE-Systems from 14 Feb - 20 Feb 2021.
• I am organizing a BIRS workshop together with Claudia Schillings (U Mannheim), Johannes Royset (Naval Postgraduate School), and Lars Ruthotto (Emory U) on Optimization under Uncertainty: Learning and Decision Making from February 7-12, 2021, Banff Canada. This will be a virtual event due to the on-going COVID-19 crisis.
• I will be presenting the talk Risk-Averse Optimization of Random Elliptic Partial Differential Equations: Modeling, Theory, and Numerical Solution at the Mathematisches Kolloquium of the TU Darmstadt on January 27, 2021.
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2020

• I presented the talk A Primal-Dual Algorithm for Risk Minimization in PDE-Constrained Optimization at the CRM Applied Mathematics Seminar at McGill University (virtual, November 23, 2020). Here's a link to the talk.
• I presented the talk Stability Analysis for a Class of Risk-Neutral PDE-Constrained Optimization Problems at the Workshop on Uncertainty Management and Machine Learning in Engineering Applications at Stony Brook University (virtual, November 16, 2020). from November 16-17, 2020. Here's a link to the book of abstracts.
• I presented the talk Optimization of Elliptic PDEs with Uncertain Inputs: Basic Theory and Numerical Stability at the Center for Mathematics and Artificial Intelligence at George Mason University, Fairfax VA USA (Talk and slides).
• I presented the talk Solving Risk-Averse PDE-Constrained Optimization Problems via an Interior-Point Approach at the GDO2020, DIAG from February 24-26, 2020 at La Sapienza Rome, Italy (Talk and slides).
• I presented the talk An interior-point approach for a class of risk-averse PDE-constrained optimization problems at the WIAS Workshop on PDE Constrained Optimization under Uncertainty and Mean Field Games at WIAS Berlin, Germany from January 28-30, 2020. Here's a link to the book of abstracts.
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2019

• We are pleased to Welcome Mike Theiß to the Research Group! Mike will be joining us in December to work on constrained mean field games.
• I presented the talk A New Primal-Dual Approach for Solving Risk-Averse PDE-Constrained Optimization Problems at the RICAM Workshop on Optimization and Inversion under Uncertainty from November 11-15, 2019. Here's a link to the book of abstracts.
• Together with Michael Ferris (U Wisconsin-Madison), I served as Cluster Chair for Complementarity and Variational Inequalities at the ICCOPT 2019 from August 3-8, 2019 in Berlin.
• I co-organized a minisymposium together with Harbir Antil (George Mason U), Drew P. Kouri (Sandia National Labs), Michael Ulbrich (TU Munich), and Stefan Ulbrich (TU Darmstadt) on PDE-constrained Optimization Under Uncertainty at the ICCOPT 2019 from August 3-8, 2019 in Berlin. I also presented the talk A primal-dual algorithm for risk-averse PDE-constrained optimization . Here's a link to the book of abstracts.
• I co-organized a minisymposium together with Drew P. Kouri (Sandia National Labs) PDE-Constrained Optimization under Uncertainty and Applications at the 15th International Conference on Stochastic Programming from July 29-August 2, 2019 in Trondheim, Norway. I also presented the talk PDE-Constrained Optimization under Uncertainty . Here's a link to the abstract.
• I presented the talk A primal-dual algorithm for risk-averse PDE-constrained optimization at the ICIAM 2019 from July 15-19, 2019. Here's a link to the abstract.
• I presented the talk A primal-dual algorithm for PDE-constrained optimization und uncertainty at the Erwin Schrödinger Institute Workshop on Modern Maximal Monotone Operator Theory: From Nonsmooth Optimization to Differential Inclusions (Workshop 2). Here's a link to the abstract. from February 25 – March 1, 2019.
• I presented the talk A primal-dual algorithm for risk minimization at the GAMM Annual Meeting (GAMM19) from February 18-22, 2019 in Vienna, Austria. Here's a link to the book of abstracts.
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2018

• The Fourth Central European Set-Valued and Variational Analysis Meeting (CESVVAM 2018) will be held on November 24, 2018 here in Marburg. Click the link for more information.
• I presented the talk Perspectives on PDE-Constrained Optimization under Uncertainty at the MFO Oberwolfach Workshop on New Directions in Stochastic Optimisation from 19 Aug - 25 Aug 2018.
• I presented the talk Smoothing Techniques for PDE-Constrained Optimization under Uncertainty at the SIAM Conference on Uncertainty Quantification (UQ18) from April 16 - 19, 2018 in Garden Grove, California USA. Here's a link to the abstract.
• I presented the talk Risk-Averse Optimal Control of PDE-Systems with Random Parameters at the MFO Oberwolfach Workshop on Challenges in Optimal Control of Nonlinear PDE-Systems from 8 Aug - 14 April 2018.
• I presented the talk Regularization Techniques for PDE-Constrained Optimization under Uncertainty at the GAMM Annual Meeting (GAMM18) from March 19 - 23, 2018 in Munich, Germany. Here's a link to the abstract.
• Together with Harbir Antil (George Mason U), Anil Kumar (Shiv Nadar U), and Neela Nataraj (IIT Bombay), I organized the spring school on New Directions in PDE Constrained Optimisation at the IIT Bombay, Mumbai, India, March 12-16 2018. Here's a link to the course pages. I gave a course titled Introduction to PDE-Constrained Optimization under Uncertainty.
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