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Matthias Heinkenschloss

Noah G. Harding Chair and Professor, Department of Computational and Applied Mathematics

 

Contact Information

Matthias Heinkenschloss
Department of Computational and Applied Mathematics
Rice University
MS-134
6100 Main
Houston, Texas 77005-1827

heinken _at_ rice.edu
www.caam.rice.edu/~heinken
Phone: 713-348-5176
Fax: 713-348-5318

Office: Duncan Hall, Room 3088
Maps-Directions

Publications



2017

  • M. Heinkenschloss and D. Jando
    Sequential Reduced Order Modeling for Time-Dependent Optimization Problems with Initial Value Controls
    Technical Report (submitted for publication)
    Abstract bibtex
  • H. Antil, S. Hardesty, and M. Heinkenschloss
    Shape Optimization of Shell Structure Acoustics
    SIAM Journal on Control and Optimization, 2017, Vol. 55 (3), pages 1347-1376.
    DOI:10.1137/16M1070633 .
    Abstract bibtex
  • H. Antil, S. Hardesty, and M. Heinkenschloss
    Supplementary Materials: Shape Optimization of Shell Structure Acoustics
    Technical Report PDF.
    Abstract bibtex
  • 2016

    • M. Heinkenschloss and D. Jando
      Reduced Order Modeling for Time-Dependent Optimization Problems with Initial Value Controls
      Technical Report (submitted for publication)
      Abstract bibtex
    • X. Deng and M. Heinkenschloss
      A Parallel-in-Time Gradient-Type Method for Discrete Time Optimal Control Problems
      Technical Report PDF.
      Abstract bibtex
    • 2015

      • P. Benner, M. Heinkenschloss, J. Saak, and H. K. Weichelt
        Inexact Low-rank Newton-ADI Method for Large-scale Algebraic Riccati Equations
        Applied Numerical Mathematics, 2016, Vol. 108, pages 125–142.
        DOI: 10.1016/j.apnum.2016.05.006.
        Abstract bibtex
      • 2014

        • D. P. Kouri, M. Heinkenschloss, D. Ridzal, and B. G. van Bloemen Waanders
          Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty
          SIAM Journal on Scientific Computing, 2014, Vol. 36, No. 6, pages A3011-A3029.
          DOI: 10.1137/140955665.
          Abstract bibtex
        • M. Heinkenschloss and D. Ridzal
          A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization
          SIAM Journal on Optimization, 2014, Vol. 24, No. 3, pp.1507-1541.
          DOI:10.1137/130921738.
          Abstract bibtex
        • H. Antil, M. Heinkenschloss, and D. C. Sorensen
          Application of the Discrete Empirical Interpolation Method to Reduced Order Modeling of Nonlinear and Parametric Systems
          A. Quarteroni and G. Rozzas (eds.), Reduced Order Methods for Modeling and Computational Reduction, Model. Simul.& Appl. Vol. 9, 2014, pp. 101-136, Springer Italia, Milan.
          DOI:10.1007/978-3-319-02090-7_4.
          Abstract bibtex

        2013

        • D. P. Kouri, M. Heinkenschloss, D. Ridzal, and B. G. van Bloemen Waanders
          A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
          SIAM Journal on Scientific Computing, 2013, Vol. 35, No. 4, pp. A1847-A1879.
          DOI:10.1137/120892362.
        • E. Ketelaer and V. Heuveline, and M. Heinkenschloss
          Parallel solvers for flow control based on domain decomposition
          Proceedings in Applied Mathematics and Mechanics (PAMM), 2013, Vol. 13, No. 1, pp. 395-396.
          DOI:10.1002/pamm.201310193.

        2012

        2011

        • L. Biegler, G. Biros, O. Ghattas, M. Heinkenschloss, D. Keyes, B. Mallick, Y. Marzouk, L. Tenorio, B. van Bloemen Waanders, and K. Willcox (eds.)
          Large-Scale Inverse Problems and Quantification of Uncertainty
          John Wiley & Sons, Ltd, Chichester, 2011
          DOI: 10.1002/9780470685853.
        • D. Ridzal, M. Aguilo and M. Heinkenschloss
          Numerical study of a matrix-free trust-region SQP method for equality constrained optimization
          Sandia National Laboratories Technical Report SAND 2011-9346 (pdf).
        • M. Heinkenschloss, T. Reis, and A. C. Antoulas
          Balanced Truncation Model Reduction for Systems with Inhomogeneous Initial Conditions
          Automatica, 2011, Vol. 47, No. 3, pp. 559-564.
          DOI:10.1016/j.automatica.2010.12.002.
        • H. Antil, M. Heinkenschloss, and R. H. W. Hoppe
          Domain Decomposition and Balanced Truncation Model Reduction for Shape Optimization of the Stokes System
          Optimization Methods and Software, 2011, Vol. 26, No. 4-5, pp. 643-669.
          DOI:10.1080/10556781003767904.

        2010

        • H. Antil, M. Heinkenschloss, R. H. W. Hoppe, and D. C. Sorensen
          Domain Decomposition and Model Reduction for the Numerical Solution of PDE Constrained Optimization Problems with Localized Optimization Variables
          Computing and Visualization in Science, Vol. 13, No. 6 (2010) pp. 249-264.
          DOI: 10.1007/s00791-010-0142-4.
        • T. Reis and M. Heinkenschloss
          Model Reduction for a Class of Nonlinear Electrical Circuits by Reduction of Linear Subcircuits
          DFG Research Center MATHEON Preprint 702. (pdf).
        • M. Heinkenschloss and D. Leykekhman
          Local Error Estimates for SUPG Solutions of Advection-Dominated Elliptic Linear-Quadratic Optimal Control Problems
          SIAM Journal on Numerical Analysis, Vol. 47, No. 6 (2010) pp. 4607-4638.
          DOI: 10.1137/090759902.

        2009

        • T. Reis and M. Heinkenschloss
          Model Reduction with A-Priori Error Bounds for a Class of Nonlinear Electrical Circuits
          Proceedings of the 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. (CDC/CCC 2009). December 2009, pp. 5376-5383.
          DOI: 10.1109/CDC.2009.5400606.

        2008

        • M. Heinkenschloss
          Numerical Solution of Implicitly Constrained Optimization Problems
          CAAM Technical Report TR08-05 (rev. June 2012, Jan. 2013)
          Abstract. Matlab codes. PDF File.
        • M. Heinkenschloss and D. Ridzal
          An Inexact Trust-Region SQP Method with Applications to PDE-Constrained Optimization
          In K. Kunisch, O. Steinbach, and G. Of (eds.), Numerical Mathematics And Advanced Applications. EUMATH 2007. Springer-Verlag, Heidelberg, 2008, pp. 613--620.
          DOI: 10.1007/978-3-540-69777-0_73.
        • K.Sun, R. Glowinski, M. Heinkenschloss, and D. C. Sorensen
          Domain Decomposition and Model Reduction of Systems with Local Nonlinearities
          In K. Kunisch, O. Steinbach, and G. Of (eds.), Numerical Mathematics And Advanced Applications. EUMATH 2007. Springer-Verlag, Heidelberg, 2008, pp. 389--396.
          DOI:10.1007/978-3-540-69777-0_46 .
        • M. Heinkenschloss, D. C. Sorensen, and K. Sun
          Balanced Truncation Model Reduction for a Class of Descriptor Systems with Application to the Oseen Equations
          SIAM Journal on Scientific Computing, Vol 30 (2008), No. 2, pages 1038-1063.
          DOI: 10.1137/070681910.
        • M. Heinkenschloss and D. Ridzal
          Integration of Sequential Quadratic Programming and Domain Decomposition Methods for Nonlinear Optimal Control Problems
          In Domain Decomposition Methods in Science and Engineering XVII, U. Langer, M. Discacciati, D. Keyes, O. Widlund, and W. Zulehner (eds.), Lecture Notes in Computational Science and Engineering Vol. 60, Springer-Verlag, Heidelberg, 2008, pp. 69-80.
          DOI: 10.1007/978-3-540-75199-1_6.

        2007

        • L. T. Biegler, O. Ghattas, M. Heinkenschloss, D. Keyes and B. van Bloemen Waanders (eds.)
          Real-Time PDE-Constrained Optimization.
          Computational Science and Engineering, Vol. 3, SIAM, Philadelphia, 2007.
          DOI: 10.1137/1.9780898718935.
        • M. Heinkenschloss and M. Herty
          A Spatial Domain Decomposition Method for Parabolic Optimal Control Problems
          Journal of Computational and Applied Mathematics, Vol 201, 2007, pp. 88-111.
          DOI: 10.1016/j.cam.2006.02.002.

        2006

        • R. Bartlett, M. Heinkenschloss, D. Ridzal, and B. van Bloemen Waanders
          Domain Decomposition Methods for Advection Dominated Linear-Quadratic Elliptic Optimal Control Problems
          Computer Methods in Applied Mechanics and Engineering, Vol. 195 (2006), pages 6428-6447.
          DOI: 10.1016/j.cma.2006.01.009.
        • M. Heinkenschloss and H. Nguyen
          Neumann-Neumann Domain Decomposition Preconditioners for Linear-Quadratic Elliptic Optimal Control Problems
          SIAM Journal on Scientific Computing, Vol. 28 (2006), pages 1001-1028.
          DOI: 10.1137/040612774.
        • M. Heinkenschloss and M. Herty
          Distributed Solution of Optimal Control Problems Governed by Parabolic Equations
          In Robust Optimization: Directed Design, A. J. Kurdila and P. M. Pardalos and M. Zabarankin (eds.), Springer-Verlag, Nonconvex Optimization and Its Applications, Vol.~81, pages 71-90, 2006
          DOI: 10.1007/0-387-28654-3_4.
        • M. Heinkenschloss and R.H.W. Hoppe and V. Schulz:
          Numerical Techniques for Optimization Problems with PDE Constraints.
          Oberwolfach Report No. 11/2006, OWR Vol. 3. No. 1, European Mathematical Society Publishing House, ISSN 1660-8933, 2006, pp. 585 - 651.

        2005

        • R. Bartlett, M. Heinkenschloss, D. Ridzal, B. van Bloemen Waanders
          Domain Decomposition Methods for Advection Dominated Linear-Quadratic Elliptic Optimal Control Problems
          Sandia Technical Report 2005-2895.
          Abstract, PDF file.
          A shortened version is published in Computer Methods in Applied Mechanics and Engineering, Vol. 195 (2006), pages 6428-6447.
        • F. Abraham, M. Behr and M. Heinkenschloss
          Shape Optimization in Unsteady Blood Flow: A Numerical Study of Non-Newtonian Effects
          Computer Methods in Biomechanics and Biomedical Engineering, Vol 8 (2005), pp. 201-212.
          DOI: 10.1080/10255840500309562.
        • F. Abraham, M. Behr and M. Heinkenschloss
          Shape Optimization in Stationary Blood Flow: A Numerical Study of Non-Newtonian Effects
          Computer Methods in Biomechanics and Biomedical Engineering, Vol 8 (2005), pp. 127-137.
          DOI: 10.1080/10255840500180799
        • M. Heinkenschloss
          Time-Domain Decomposition Iterative Methods for the Solution of Distributed Linear Quadratic Optimal Control Problems.
          Journal of Computational and Applied Mathematics, Vol 173 (2005), pp. 169-198.
          DOI: 10.1016/j.cam.2004.03.005.

        2004

        • F. Abraham, M. Behr and M. Heinkenschloss
          The Effect of Stabilization in Finite Element Methods for the Optimal Boundary Control of the Oseen Equations
          Finite Elements in Analysis and Design, Vol. 41 (2004), pp. 229-251.
          DOI: 10.1016/j.finel.2004.06.001.
        • M. Heinkenschloss and H. Nguyen
          Balancing Neumann-Neumann Methods for Elliptic Optimal Control Problems.
          In Proceedings of the 15th International Conference on Domain Decomposition, R. Kornhuber, R. H. W. Hoppe, J. Periaux, O. Pironneau, O. B. Widlund, and J. Xu (eds.), Lecture Notes in Computational Science and Engineering Vol. 40, Springer-Verlag, Heidelberg, 2004, pp. 589-596.
          DOI: 10.1007/3-540-26825-1_62.
        • M. Heinkenschloss and H. Nguyen
          Domain Decomposition Preconditioners for Linear-Quadratic Elliptic Optimal Control Problems
          CAAM TR04-20, November 2004.
          Abstract, PDF file.

        2003

        • S. S. Collis, K. Ghayour and M. Heinkenschloss
          Optimal Transpiration Boundary Control for Aeroacoustics
          AIAA Journal, Vol. 41, No. 7 (2003), pages 1257-1270.
          DOI: 10.2514/2.2094.
        • L. T. Biegler, O. Ghattas, M. Heinkenschloss and B. van Bloemen Waanders
          Large-Scale PDE-Constrained Optimization: An Introduction.
          In: Large-Scale PDE-Constrained Optimization, L. T. Biegler, O. Ghattas, M. Heinkenschloss and B. van Bloemen Waanders (eds), Lecture Notes in Computational Science and Engineering, Vol. 30, Springer-Verlag, Berlin, Heidelberg, New York, pages 5-15, 2003.
          DOI: 10.1007/978-3-642-55508-4_1.
        • L. T. Biegler, O. Ghattas, M. Heinkenschloss and B. van Bloemen Waanders (eds.)
          Large-Scale PDE-Constrained Optimization: An Introduction.
          Lecture Notes in Computational Science and Engineering, Vol. 30, Springer-Verlag, Berlin, Heidelberg, New York, 2003. DOI: 10.1007/978-3-642-55508-4.

        2002

        • S. S. Collis, K. Ghayour, M. Heinkenschloss, M. Ulbrich, and S. Ulbrich
          Optimal Control of Unsteady Compressible Viscous Flows.
          International Journal for Numerical Methods in Fluids, Vol. 40 (2002), No. 11, pp. 1401-1429.
          DOI: 10.1002/fld.420
        • S. S. Collis, K. Ghayour and M. Heinkenschloss
          Optimal Control of Aeroacoustic Noise Generated by Cylinder Vortex Interaction.
          International Journal of Aeroacoustics, Vol. 1 (2002), No. 2, pp. 97-114.
          DOI: 10.1260/147547202760236923
        • S. S. Collis and M. Heinkenschloss
          Analysis of the Streamline Upwind/Petrov Galerkin Method Applied to the Solution of Optimal Control Problems
          CAAM TR02-01, March 2002.
          Abstract, PDF file (~250KB).
        • S. S. Collis, K. Ghayour and M. Heinkenschloss
          Optimal Control of Aeroacoustic Flows: Transpiration Boundary Control
          April 2002. (AIAA Paper 2002-2757)
          DOI: 10.2514/6.2002-2757
        • M. Heinkenschloss
          Optimal Control of Distributed Processes.
          In Theme 6.5 Optimization of Operations Research (honorary theme editor U. Derigs) of the Encyclopedia of Life Support Systems (EOLSS), pages 550-570, 2002.

        2001

        • M. Heinkenschloss and L. N. Vicente
          Analysis of Inexact Trust-Region SQP Algorithms.
          SIAM J. Optimization, Vol. 12 (2001), No. 2, pp. 283-302.
          DOI: 10.1137/S1052623499361543.
        • S. S. Collis, K. Ghayour, M. Heinkenschloss, M. Ulbrich, and S. Ulbrich
          Towards Adjoint-Based Methods for Aeroacoustic Control
          November 2000. (AIAA Paper 2001-0821)
          DOI: 10.2514/6.2001-821
        • S. S. Collis, K. Ghayour, M. Heinkenschloss, M. Ulbrich, and S. Ulbrich
          Numerical Solution of Optimal Control Problems Governed by the Compressible Navier-Stokes Equations
          In: Optimal Control of Complex Structures, K.-H. Hoffmann and I. Lasiecka, G. Leugering, J. Sprekels, F. Tröltzsch (eds.), Birkhäuser Verlag, International Series of Numerical Mathematics, Vol. 139, 2001, pages 43-55.
          DOI: 10.1007/978-3-0348-8148-7_4
        • M. Heinkenschloss
          SQP Interior-Point Methods for Distributed Optimal Control Problems
          Encyclopedia of Optimization, C. A. Floudas and P. M. Pardalos(eds.) Kluwer Academic Publishers, 2001

        2000

        • M. D. Gunzburger, M. Heinkenschloss, and H. Kwon Lee
          Solution of Elliptic Partial Differential Equations by an Optimization-Based Domain Decomposition Method.
          Applied Mathematics and Computation, Vol. 113 (2000) pp. 111-139.
          DOI: 10.1016/S0096-3003(99)00076-4.

        1999

        • M. Heinkenschloss, M. Ulbrich, and S. Ulbrich
          Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption.
          Mathematical Programming, Vol 86 (1999), No. 3, pp. 615-635.
          DOI: 10.1007/s101070050107.
        • M. Heinkenschloss and L. N. Vicente
          An Interface Between Optimization and Application for the Numerical Solution of Optimal Control Problems.
          ACM Transactions on Mathematical Software, Vol. 25 (1999), pp. 157-190.
          DOI: 10.1145/317275.317278
        • M. Ulbrich, S. Ulbrich, and M. Heinkenschloss
          Global Convergence of Trust-Region Interior-Point Algorithms for Infinite-Dimensional Nonconvex Minimization Subject to Pointwise Bounds.
          SIAM J. Control and Optimization, Vol. 37, No. 3 (1999) pages 731-764.
          DOI:10.1137/S0363012997319541.
        • M. Heinkenschloss and F. Tröltzsch
          Analysis of the Lagrange-SQP-Newton Method for the Control of a Phase Field Equation.
          Control and Cybernetics, Vol.28 (1999) No.2, pp.177-211.

        1998

        • A. R. Shenoy, M. Heinkenschloss, and E. M. Cliff
          Airfoil Design by an All-At-Once Method.
          International Journal for Computational Fluid Mechanics, Vol. 11 (1998) pp. 3-25.
          DOI: 10.1080/10618569808940863
        • J. E. Dennis, M. Heinkenschloss, and L. N. Vicente
          Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems.
          SIAM J. Control and Optimization, Vol. 36, No. 5 (1998), pp. 1750-1794.
          DOI: 10.1137/S036012995279031.
        • M. Heinkenschloss
          A Trust Region Method for Norm Constrained Problems.
          SIAM Journal on Numerical Analysis, Vol. 35, No. 4 (1998) pp. 1594-1620.
          DOI: 10.1137/S0036142994273987.
        • E. M. Cliff, M. Heinkenschloss, and A. R. Shenoy
          Adjoint-Based Methods in Aerodynamic Design-Optimization.
          In: J. Borggaard, J. Burns, E. Cliff and S. Schreck (eds.), Computational Methods for Optimal Design. Proceedings of the AFSOR Workshop on Optimal Design and Control, Arlington, VA, 30. September - 3. October 1997. Birkhäuser Verlag, Progress in Systems and Control Theory, Basel, Boston, Berlin, 1998.
          DOI: 10.1007/978-1-4612-1780-0_6.
        • M. Heinkenschloss, M. B. Hribar, and M. Kokkolaras
          Acceleration of Multidisciplinary Analysis Solvers by Inexact Subsystem Simulations.
          April 1998. (AIAA Paper 98-4712)
          DOI: 10.2514/6.1998-4712.
        • M. Heinkenschloss
          Formulation and Analysis of a Sequential Quadratic Programming Method for the Optimal Dirichlet Boundary Control of Navier-Stokes Flow
          In: W. W. Hager and P. M. Pardalos (eds.). Optimal Control: Theory, Algorithms, and Applications. Kluwer Academic Publishers B.V., 1998, pp. 178-203.
          DOI: 10.1007/978-1-4757-6095-8_9.

        1997

        • M. Heinkenschloss
          The Numerical Solution of a Control Problem Governed by a Phase Field Model.
          Optimization Methods and Software, Vol. 7 (1997) pp. 211-263.
          DOI: 10.1080/10556789708805656.
        • E. M. Cliff, M. Heinkenschloss, and A. R. Shenoy
          An Optimal Control Problem for Flows with Discontinuities.
          Journal of Optimization Theory and Applications, Vol. 94 (1997) pp.273-309.
          DOI: 10.1023/A:1022616327742.
        • M. Berggren and M. Heinkenschloss
          Parallel Solution of Optimal-Control Problems by Time-Domain Decomposition
          In: M-O. Bristeau, G. Etgen, W. Fitzgibbon, J. L. Lions, J. Periaux, and M. F. Wheeler (eds.). Computational Science for the 21st Century. J. Wiley, Chichester, 1997, pp. 102-112.
        • A. Battermann and M. Heinkenschloss
          Preconditioners for Karush-Kuhn-Tucker Matrices Arising in the Optimal Control of Distributed Systems
          In: W. Desch, F. Kappel, K. Kunisch (eds.), Optimal Control of Partial Differential Equations, Vorau 1997, Birkhäuser Verlag, Basel, Boston, Berlin, 1998, pp. 15-32.
          DOI: 10.1007/978-3-0348-8849-3_2.
        • M. Heinkenschloss
          Optimization of Dynamical Systems
          Lecture Notes, Summer School on Continuous Optimization Technical University Hamburg-Harburg, 57 pages, Germany, September 22 - 26, 1997.

        1996

        • M. Heinkenschloss
          Projected Sequential Quadratic Programming Methods.
          SIAM Journal on Optimization, Vol. 6 (1996) pp. 373-417.
          DOI: 10.1137/0806022.
        • E. M. Cliff, M. Heinkenschloss, and A. R. Shenoy
          On the Optimality System for a 1-D Euler Flow Problems
          September 1996. (AIAA Paper 96-3993)
          DOI: 10.2514/6.1996-3993
        • Ajit R. Shenoy, Eugene M. Cliff, and M. Heinkenschloss
          Thermal-Fluid Control via Finite-Dimensional Approximation.
          April 1996. (AIAA Paper 96-1910)
          DOI: 10.2514/6.1996-1910

        1995

        • M. Heinkenschloss and L. N. Vicente
          Analysis of Inexact Trust-Region Interior-Point SQP Algorithms.
          June 1995 (revised April 1996).
          Abstract, PDF file (235kB).

        1994

        • M. Heinkenschloss
          On the Solution of a Two Ball Trust-Region Subproblem.
          Math. Programming, Vol. 64 (1994) pp. 249-276.
          DOI: 10.1007/BF01582576.
        • M. Heinkenschloss and E.W. Sachs
          Numerical Solution of a Constrained Control Problem for a Phase Field Model.
          In W. Desch and F. Kappel and K. Kunisch, eds., Control and Estimation of Distributed Parameter Systems: Nonlinear Phenomena, Birkhäuser Verlag, Basel, Boston, Berlin, 1994, pp. 171-187.
          DOI: 10.1007/978-3-0348-8530-0_10.

        1993

        • M. Heinkenschloss
          Mesh Independence for Nonlinear Least Squares Problems with Norm Constraints.
          SIAM Journal on Optimization, Vol. 3 (1993) pp. 81-117.
          DOI: 10.1137/0803005.

        1992

        • M. Heinkenschloss, C. T. Kelley, and H. Tran
          Fast Algorithms for Nonsmooth Compact Fixed Point Problems.
          SIAM Journal on Numerical Analysis, Vol. 29 (1992) pp. 1769-1792.
          DOI: 10.1137/0729099

        1991

        • M. Heinkenschloss
          Gauss-Newton Methods for Infinite Dimensional Least Squares Problems with Norm Constraints
          Ph.D. Thesis, Universität Trier, Germany, September 1991, 120 pages.

        1990

        • M. Heinkenschloss, M. Laumen, and E. W. Sachs
          Gauss-Newton Methods with Grid Refinement.
          In: W. Desch, F. Kappel, K. Kunisch, eds., Optimal Control of Partial Differential Equations, Vorau 1990, Birkhäuser Verlag, Basel, Boston, Berlin, 1991, pp. 161-174.
          DOI: 10.1007/978-3-0348-6418-3_11

        1989

        • M. Heinkenschloss and E. W. Sachs
          The Role of Growth Rates for Gauss-Newton Methods and Parameter Identification Problems.
          In: Fifth Symposium on Control of Distributed Parameter Systems, A. El Jai and M. Amouroux, eds., 1989, pp. 79-84.