The ROL team conducts state-of-the-art research in numerical optimization. This includes contributions to theory, algorithms and applications.


  1. H. Antil, D.P. Kouri, D. Ridzal, D.B. Robinson, M. Salloum (2023) Uniform flow in axisymmetric devices through permeability optimization, Optimization and Engineering.
  2. H. Antil, D.P. Kouri, D. Ridzal (2023) ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints, SIAM J. Optimization 33(1), 237-266.
  3. R.J. Baraldi, D. Kouri (2022) A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations, Mathematical Programming 201, 559-598.
  4. A.Y. Aravkin, R. Baraldi, D. Orban (2022) A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization, SIAM J. Optimization 32(2), 900-929.
  5. D.P. Kouri, J.D. Jakeman, J.G. Huerta (2022) Risk-Adapted Optimal Experimental Design, SIAM/ASA J. Uncertainty Quantification 10(2), 687-716.
  6. D.P. Kouri (2022) A matrix-free trust-region Newton algorithm for convex-constrained optimization, Optimization Letters 16, 983-997.
  7. S. Hardesty, H. Antil, D.P. Kouri, D. Ridzal (2022) The strip method for shape derivatives, Int. J. Numerical Methods in Engineering 123(7), 1606-1626.
  8. D.P. Kouri, T.M. Surowiec (2022) A primal–dual algorithm for risk minimization. Mathematical Programming 193, 337-363.
  9. D.P. Kouri, D. Ridzal, R. Tuminaro (2021) KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation, SIAM J. Scientific Computing 43(5), S225-S248.
  10. R. Muthukumar, D.P. Kouri, M. Udell (2021) Randomized Sketching Algorithms for Low-Memory Dynamic Optimization, SIAM J. Optimization 31(2), 1242-1275.
  11. H. Antil, D.P. Kouri, J. Pfefferer (2021) Risk-Averse Control of Fractional Diffusion with Uncertain Exponent, SIAM J. Control and Optimization 59(2), 1161-1187.
  12. R.G. Vuchkov, C.G. Petra, N. Petra (2020) On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces, Numerical Functional Analysis and Optimization 41(13), 1564-1587.
  13. D.P. Kouri, T.M. Surowiec (2020) Epi-Regularization of Risk Measures, Mathematics of Operations Research 45(2), 774-795.
  14. M.J. Zahr, K.T. Carlberg, D.P. Kouri (2019) An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids, SIAM/ASA J. Uncertainty Quantification 7(3), 877-912.
  15. H. Antil, D.P. Kouri, MD. Lacasse, D. Ridzal (2018) Frontiers in PDE-Constrained Optimization, The IMA Volumes in Mathematics and Its Application 163, Springer, New York.
  16. D.P. Kouri, D. Ridzal (2018) Inexact Trust-Region Methods for PDE-Constrained Optimization. In: Antil, H., Kouri, D.P., Lacasse, MD., Ridzal, D. (eds) Frontiers in PDE-Constrained Optimization. The IMA Volumes in Mathematics and its Applications 163, 83-121. Springer, New York.
  17. D.P. Kouri, A. Shapiro (2018) Optimization of PDEs with Uncertain Inputs. In: Antil, H., Kouri, D.P., Lacasse, MD., Ridzal, D. (eds) Frontiers in PDE-Constrained Optimization. The IMA Volumes in Mathematics and its Applications 163, 41-81, Springer, New York.
  18. D.P. Kouri, T.M. Surowiec (2018) Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization, SIAM/ASA J. Uncertainty Quantification 6(2), 787-815.
  19. D.P. Kouri (2017) A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems, SIAM J. Numerical Analysis 55(6), 3147-3172.
  20. D.P. Kouri, T.M. Surowiec (2016) Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk, SIAM J. Optimization 26(1), 365-396.
  21. M. Heinkenschloss, D. Ridzal (2014) A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization, SIAM J. Optimization 24(3), 1507-1541.
  22. D.P. Kouri, M. Heinkenschloss, D. Ridzal, B.G. van Bloemen Waanders (2014) Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty, SIAM J. Scientific Computing 36(6), A3011-A3029.
  23. D.P. Kouri (2014) A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients, SIAM/ASA J. Uncertainty Quantification 2(1), 55-81.
  24. D.P. Kouri, E.A. Shields (2014) Efficient multiframe super-resolution for imagery with lateral shifts, Applied Optics 53(24), F1-F9.
  25. C. Kohlfürst, M. Mitter, G. von Winckel, F. Hebenstreit, and R. Alkofer (2013) Optimizing the pulse shape for Schwinger pair production, Physical Review D 88, 045028.
  26. D.P. Kouri, M. Heinkenschloss, D. Ridzal, B.G. van Bloemen Waanders (2013), A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty, SIAM J. Scientific Computing 35(4), A1847-A1879.
  27. J. Young, D. Ridzal (2012) An Application of Random Projection to Parameter Estimation in Partial Differential Equations, SIAM J. Scientific Computing 34(4), A2344-A2365.
  28. A. Borzì, G. von Winckel (2011) A POD framework to determine robust controls in PDE optimization. Computing and Visualization in Science 14, 91-103.
  29. G. von Winckel, A. Borzì, S. Volkwein (2010) A Globalized Newton Method for the Accurate Solution of a Dipole Quantum Control Problem, SIAM J. Scientific Computing 31(6), 4176-4203.
  30. J. Grond, G. von Winckel, J. Schmiedmayer, U. Hohenester (2009) Optimal control of number squeezing in trapped Bose-Einstein condensates, Physical Review A 80, 053625.
  31. G. von Winckel, A. Borzì (2008) Computational techniques for a quantum control problem with H1-cost, Inverse Problems 24(3).
  32. P. Bochev, D. Ridzal (2008) Finite Element Solution of Optimal Control Problems Arising in Semiconductor Modeling. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2007: Lecture Notes in Computer Science 4818, 235-242. Springer, Berlin, Heidelberg.
  33. M. Heinkenschloss, D. Ridzal (2008) Integration of Sequential Quadratic Programming and Domain Decomposition Methods for Nonlinear Optimal Control Problems. In: Langer, U., Discacciati, M., Keyes, D.E., Widlund, O.B., Zulehner, W. (eds) Domain Decomposition Methods in Science and Engineering XVII. Lecture Notes in Computational Science and Engineering 60, 69-80, Springer, Berlin, Heidelberg.
  34. R.A. Bartlett, M. Heinkenschloss, D. Ridzal, B. van Bloemen Waanders (2006) Domain decomposition methods for advection dominated linear-quadratic elliptic optimal control problems, Computer Methods in Applied Mechanics and Engineering 195(44-47), 6428-6447.