We report on the implementation of an augmented Lagrangian approach for solving the inverse problems in diffuse optical tomography (DOT). The forward model of light propagation is the radiative transport equation (RTE). The inverse problem is formulated as a minimization problem with the RTE being considered as an equality constraint on the set of ‘optical properties—radiance’ pairs. This appro...

For the solution of optimal control problems governed by nonlinear parabolic PDEs, methods working on the reduced objective functional are often employed to avoid a full spatio-temporal discretization of the problem. The evaluation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the adjoint equation. The state enters into the adjoint e...

Selecting approaches with appropriate accuracy and suitable speed for the purpose of making decision is one of the managers’ challenges. Also investing decision is one of the main decisions of managers and it can be referred to securities transaction in financial markets which is one of the investments approaches. When some assets and barriers of real world have been considered, optimization of...

In this article, we motivate, derive and test effective preconditioners to be used with the Minres algorithm for solving a number of saddle point systems, which arise in PDE constrained optimization problems. We consider the distributed control problem involving the heat equation with two different functionals, and the Neumann boundary control problem involving Poisson’s equation and the heat e...

In this paper we present a novel method for solving optimization problems governed by partial di erential equations. Existing methods use gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurf...

In this paper we present a method for estimating unknown parameters that appear on an avascular, spheric tumour growth model. The model for the tumour is based on nutrient driven growth of a continuum of live cells, whose birth and death generate volume changes described by a velocity field. The model consists on a coupled system of partial differential equations whose spatial domain is the tum...

PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically relevant computed controls but adds more challenges to the numerical solution of these problems. The needed L1-terms as well as additional inclusion of box cont...

We present a novel active learning algorithm, termed as iterative surrogate model optimization (ISMO), for robust and efficient numerical approximation of PDE constrained problems. This algorithm is based on deep neural networks its key feature the selection training data through feedback loop between any underlying standard algorithm. Under suitable hypotheses, we show that resulting optimizer...