Large-Scale PDE-Constrained Optimization: An Introduction

Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDE) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. Recent advances in algorithms, software, and high performance computing systems have resulted in PDE simulations that can often scale to millions of variables, thousands of processors, and multiple physics interactions. As PDE solvers mature, there is increasing interest in industry and the national labs in solving optimization problems governed by such large-scale simulations. This article provides a brief introduction and overview to the Lecture Notes in Computational Science and Engineering volume entitled Large-Scale PDE-Constrained Optimization.