******* Contributed Minisymposia ********* **CM-1 (3 speakers) Condition Numbers and Problem Complexity in Convex Programming (Part I of II) There are many weaknesses in the traditional measure of problem complexity for linear programming based on the bit-length L of a binary encoding of a problem, not the least of which include the lack of extendibility of this measure to nonlinear optimization, the inability of this measure to adequately predict the difficulty in solving problems in practice, and the lack of connection between L and standard condition measures for solving linear equations. This minisymposium will report on recent research aimed at exploring the properties and prospects of some alternative ways of defining the "condition number" of an optimization problem, that are based on more intuitive and appealing notions of "conditioning" for convex optimization, and that are relevant both to the theory and the application of linear and nonlinear programming. Organizer: Robert M. Freund Massachusetts Institute of Technology The Geometry of Condition Numbers James Renegar, Cornell University Characterizations of the Condition Number of a Convex Program, and the Complexity of the Ellipsoid Algorithm and Dantzig's von Neumann Algorithm Robert M. Freund, Organizer On the use of Condition Measures and Knowledge in the Complexity Theory of Linear Programming Sharon Filipowski, Iowa State University **CM-2 (4 speakers) Condition Numbers and Problem Complexity in Convex Programming (Part II of II) For description, see CM-1 Organizer: Robert M. Freund Massachusetts Institute of Technology Convergence of an interior point method for linear programming in terms of the condition number of the coefficient matrix Stephen Vavasis, Cornell University Condition Measures and Properties of the Central Trajectory of a Linear Program Manuel Nunez, Massachusetts Institute of Technology Finite Precision Computation in Optimization: A Complexity Analysis based on Ill-Posedness Measures Jorge Vera, University of Chile, Chile Perturbation Analysis of a Condition Number for Convex Systems Sien Deng, Northern Illinois University **CM-3 (3 speakers) Optimization in Control and Design Applications (Part I of II) The application of optimization methods to optimal control and design problems is a challenging and rewarding endeavor. The appropriate formulation of these applications as optimization problems, the computation of derivatives, the efficient solution of mostly very large subproblems, and the convergence analysis for practical optimization algorithms are issues that have to be addressed. The speakers in this minisymposium report on new developments in optimization methods for this class of problems and on recent applications of optimization methods to important industrial problems. Organizers: Matthias Heinkenschloss, Virginia Polytechnic Institute and State University; Juan Meza, Sandia National Laboratories; and Volker Schulz, Universitat Heidelberg, Germany Reduced Hessian SQP methods for Process Optimization: Some Recent Advances Larry Biegler* and David Ternet, Carnegie Mellon University Numerical Solution of Optimization Boundary Value Problems in Industrial Applications Hans Georg Bock, University of Heidelberg, Germany; and Volker Schulz, Organizer Optimal Design of Micro-Optical Structures via Constrained Optimization David Dobson, Texas A&M University **CM-4 (3 speakers) Optimization in Control and Design Applications (Part II of II) For description, see CM-3. Comparison of Numerical Methods for Optimal Shape Design Problems Manfred Laumen, Universitat Trier, Germany Optimal Control of Chemical Vapor Deposition Reactors Juan Meza, Organizer Optimization Methods for the Optimal Control of Fluid Flow Matthias Heinkenschloss, Organizer **CM-5 (4 speakers) Trust Region Methods for Problems with Simple Bounds This speakers in this minisymposium will present many views of trust region algorithms for minimization problems with simple bounds and their applications. Projection and interior point algorithms will be discussed together with applications to optimal control. Both finite and infinite dimensional results will be discussed. C. T. Kelley North Carolina State University A Trust Region Method for Parabolic Boundary Control Problems Ekkehard W. Sachs, Universitat Trier, Germany Trust-region interior-point SQP algorithms with applications to optimal control Luis Vicente, Rice University Newton's Method for Large-Scale Bound Constrained Optimization Ali Bouaricha, Argonne National Laboratory Automatic Determination of an Initial Trust Region in Nonlinear Programming Annick Sartenaer, Facultes Universitaires ND de la Paix, Belgium **CM-6 (4 speakers) Stability, Sensitivity and Real-Time Control of Perturbed Nonlinear Control Systems In recent years, considerable progress has been made in the stability and sensitivity analysis of perturbed control problems subject to control and state constraints. It has been recognized for a long time that stability properties of optimal solutions are crucial for developing real-time control algorithms on-line. The authors in this minisymposium will highlight some recent developments in stability and sensitivity analysis and make an effort to link these results to numerical algorithms. They discuss nonlinear programming methods for solving optimal control problems and design real-time control approximations of perturbed systems. Organizer: Helmut Maurer Westfalische Wilhelms-Universitt Munster, Germany Second Order Sufficient Conditions for Nonlinear Optimal Control Problems Subject to State Constraints Kazimierz Malanowski, Polish Academy of Sciences, Poland Stability Analysis and Algorithms for Control Problems with State Constraints William W. Hager, University of Florida Sensitivity Analysis and Real-Time Control of Perturbed Control Problems by Nonlinear Programming Methods Christof Buskens, Westfalische Wilhelms-Universitat Munster, Germany; and Helmut Maurer, Organizer Local Convergence and Mesh Independence of Newton's Method for Generalized Equations Walter Alt, Friedrich-Schiller-Universitaet Jena, Germany **CM-7 (3 speakers) Semidefinite Programming (Part II of II) For description, see Invited Minisymposium IM-10 Organizer: Michael L. Overton New York University, Courant Primal-dual path following algorithms for semidefinite programming Renato D.C. Monteiro, Georgia Institute of Technology Title to be determined Masakazu Kojima, Tokyo Institute of Technology, Tokyo Cone-LP's, Semidefinite Programs, and Eigenvalue Optimization: Geometry and Algorithms Gabor Pataki, University of Waterloo, Canada **CM-8 (4 speakers) Beyond Taylor Series Approximations: The Use of Alternative Models in Nonlinear Programming It is standard practice in nonlinear programming to exploit first-order and second-order information about the objective function and the constraints. This information is typically used to construct the Taylor series approximations that are required by globalized quasi-Newton methods. When it works, this modeling strategy is extremely effective, as evidenced by the popularity of quasi-Newton methods and the elegant convergence theory that supports them. But what can be done when, as often occurs in practice, the standard techniques do not apply? What if the objective function is not differentiable, or reliable derivatives are not available? Here we examine several promising ideas for nonstandard modeling strategies that address these issues. Organizer: Virginia Torczon College of William and Mary Global Modeling for Optimization Paul Frank, Boeing Information and Support Services An Approach to Derivative-Free Optimization Andrew R. Conn, Thomas J. Watson Research Center Managing Approximation Models in Optimization J.E. Dennis, Jr., Rice University Local Quadratic Models in Stochastic Optimization Michael W. Trosset, University of Arizona **CM-9 (4 speakers) Linear Algebra for Interior Point Methods This minisymposium will focus on computational linear algebra for interior point methods. Interior point methods are now the preferred approach to large-scale structured linear programming problems. Almost all the computational work associated with these methods is finding the Newton step, which requires solution of a system of linear equations with special structure. These equations can be written in so-called ``KKT'' form and also as weighted least-squares problems, and they can be highly ill-conditioned. Speakers in this minisymposium will discuss recent advances in the development of efficient and stable algorithms for determining the Newton step. Organizer: Stephen A. Vavasis Cornell University Stable Solution of Weighted Least Squares for Near-Degenerate Linear Programming Problems Patricia Hough*, Cornell University and S. Vavasis, Organizer Preconditioners and the iterative solution of the linearized KKT-systems in linear programming Florian Jarre, Universitat Wurzburg, Germany and Roland Freund, AT&T Bell Laboratories Solution of KKT Systems within OSL's Barrier Algorithm Michael Saunders, Stanford University; and J. Tomlin Finite Precision Effects in Interior-Point Methods Stephen Wright, Argonne National Laboratory **CM-13 (4 speakers) Use of Iterative Methods in Optimization and Nonlinear Equations (Part I of II) Most algorithms for optimization problems and nonlinear equations require the solution of linear systems of equations. In many applications the linear systems are very large while in others the coefficient matrix is not explicitly available. These difficulties suggest the use of iterative solvers. The goal of this minisymposium is to present new ideas concerning the use of iterative methods in several algorithmic frameworks for solving optimization problems and nonlinear equations. The presentations given here will address practical as well as theoretical issues concerning this topic. Some of these issues are the use of Krylov subspace methods, preconditioning, limited memory Quasi-Newton updates, and inexactness. Organizers: Amr S. El-Bakry, Alexandria University, Egypt; and Luis N, Vicente, Rice University Truncated-Newton Methods for Large-Scale Optimization Steven G. Nash, George Mason University Preconditioning of Elliptic Variational Inequalities Tony Choi, North Carolina State University Newton-Krylov Methods Homer F. Walker, Utah State University Title to be determined Amr S. El-Bakry, Organizer **CM-14 (4 speakers) Use of Iterative Methods in Optimization and Nonlinear Equations (Part II of II) For description, see CM-13 Organizers: Amr S. El-Bakry, Alexandria University, Egypt; and Luis N. Vicente, Rice University Inexact Ideas Trond Steihaug, University of Bergen, Norway Solving Large Scale Systems of Nonlinear Equations with Hybrid Krylov-Secant Methods Hector Manuel Klie and Marcelo Rame, Rice University; and Mary F. Wheeler, University of Texas A QMR-Based Inexact Interior-Point Algorithm for Solving Linear Programs Roland W. Freund, AT&T Bell Laboratories and Florian Jarre, Universitat of Wurzburg, Germany A Truncated Newton Interior-Point Algorithm for the Solution of Linear and Monotone Linear Complementarity Network Flow Problems Luis Portugal and Joaquim Judice, Universidade de Coimbra, Portugal **CM-17 (4 speakers) Parameter Estimation and Optimum Experimental Design Mathematical models for real-life processes typically contain parameters that have to be determined by experiment. We examine two issues related to this process: The design of experiments that produce high-quality data for parameter estimation ("optimum experimental design") and the task of actually estimating the parameters from given experimental data ("parameter estimation"). The talks describe recent developments in numerical methods for the treatment of complex nonlinear models, especially DAE and PDE boundary value problems. Topics include reduced Gauss-Newton and SQP-type methods, stepsize strategies, exploitation of structures, parallel algorithms. Applications from chemical engineering, mechanical engineering and environmental physics will also be discussed. Organizers: Johannes P. Schloeder, University of Heidelberg, Germany; Stephen J. Wright, Argonne National Laboratory Feasible Point Trust-Region Methods for Equality Constrained Least Squares Problems and Application to Parameter Estimation in Nonlinear Models with Singularities Hubert Schwetlick and Stefan Schleiff, Technische Universitaet Dresden, Germany Global Optimization of Functionals Constrained by Differential Equations: Bayesian Search on Approximants Prasana Venkatesh, University of Minnesota Optimum Experimental Design for Nonlinear Dynamic Processes: Methods, Algorithms, Applications in Robotics and Chemical Kinetics Klaus-Dieter Hilf, University of Heidelberg, Germany Efficient Numerical Methods for Parameter Estimation in Nonlinear 2D Transport Reaction Processes Matthias Ziesse, University of Heidelberg, Germany **CM-19 (3 speakers) Global Optimization Methods for Molecular Conformation and Protein Folding (Part I of II) One of the most significant and challenging problems in molecular biophysics and biochemistry is that of computing the native 3-dimensional conformation (folded state) of a globular protein given its amino acid sequence, possibly in the presence of additional agents (e.g., drugs). The papers in this minisymposium will discuss algorithms for computing the global minima of a class of associated nonconvex energy functions. Progress toward the solution techniques for globally minimizing nonconvex energy functions associated with the protein folding problem will facilitate the design, synthesis and utilization of pharmaceutical products, as well as the utilization of new protein materials with specific advantageous properties. Organizer: Panos Pardalos University of Florida Algorithms for Energy Optimization of Complex Molecular Systems John E. Straub, Boston University Combining Hierarchical Analysis and Effective Energy Methods for Protein Free-Energy Global Minimization David Shalloway, Cornell University Computing the Dependence of Molecular Structure on Residue Sequence by Global Minimization J.B. Rosen, UCSD; A.T. Phillips, US Naval Academy; Ken Dill, UCSF **CM-20 (3 speakers) Global Optimization Methods for Molecular Conformation and Protein Folding (Part II of II) For description, see CM-19 Computational Study of a Linear Time Algorithm for Potential Field Evaluation in N-Body Simulations Guoliang Xue, The University Of Vermont Exploring Conformational Space with a Lattice Model for Protein Folding using Tabu Search P.M. Pardalos, Organizer; and and X. Liu, University of Florida Smoothing Transform and Continuation for Global Optimization Jorge More and Zhijun Wu, Argonne National Laboratory **CM-21 (4 speakers) Algorithms for Multilevel Programming In a multi-level programming problem, successive subsets of the variables are constrained to be optimal solutions of other mathematical programs, parameterized by the preceding blocks of variables. Bilevel problems arise in economics and mechanics, while general multilevel problems are encountered in multiobjective optimization and distributed engineering design optimization. The engineering community's interest in large-scale multilevel programming coupled with the ad hoc nature of many of their approaches indicates the need for further work in this field by the nonlinear programmers. The focus of this minisymposium is practical algorithms for solving multilevel programs. This session will include discussion of convergence theory as well as practical issues encountered in the implementation of algorithms. Organizer: Robert Michael Lewis NASA Langley Research Center A Two-Level Approach to Computing Worst Case Optimum Designs J.R. Jagannatha Rao and K. Badhrinath, University of Houston Solving Nonlinear Bilevel Programs Using Trust Regions and an Exact Penalty Function Paul Calamai and Lori M. Case, University of Waterloo; and Andrew R. Conn, T.J. Watson Research Center General Nonlinear Multilevel Optimization for MDO Natalia Alexandrov, NASA Langley Research Center Applications of a Bilevel Algorithm to Systems Governed by PDE Robert Michael Lewis, Organizer **CM-22 (4 speakers) Computational Mixed Integer Programming The potential for solving large-scale applied problems has always been a driving force behind the study of combinatorial optimization. In this minisymposium, several computational methodologies for solving important applications of mixed integer programming will be described. The applications addressed include airline fleet scheduling, survivability of telecommunication networks, and machine learning and statistical classification. The methodologies utilized include an interior-point cutting plane algorithm; a branch-and-cut algorithm incorporating heuristics, preprocessing, and approximation of nonlinear constraints; a cutting plane algorithm based on the concept of analytic center; and a column generation approach coupled with branch-and-cut. The talks demonstrate the diversity of methods utilized to solve various classes of problems, and emphasize the increasing integration of nonlinear and discrete techniques within a common framework to solve real-world problems. Organizer: Eva K. Lee Columbia University Using an Interior Point Algorithm in a Cutting Plane Method for Solving Integer Programming Problems John E. Mitchell, Rensselaer Polytechnic Institute Linear and Nonlinear Mixed Integer Models for Machine Learning and Statistical Classification Richard J. Gallagher, Columbia-Presbyterian Medical Center; Eva K. Lee, Organizer; and Dave Patterson, University of Montana Survivability in Telecommunication Network Robert Sarkissian, Universite de Geneve, Switzerland Solving Fleet Scheduling Problems using Column Generation Techniques Karla L. Hoffman, Peter Ball, George Mason University **CM-23 (4 speakers) Optimization and Optimal Control of Incompressible Flows The speakers will address various analytical and computational aspects of optimization and optimal control problems for unsteady, viscous incompressible flows. These problems have a wide range of engineering and technological applications. In recent years, great progress has been made in the area of optimization and optimal control of incompressible flows which makes it possible to apply optimization and optimal control techniques to practical and complicated engineering designs and sophisticated real-time control systems. The topics covered in this minisymposium include: the study of the sensitivity derivatives of discretized shape optimization problems; modeling, analysis and computational techniques for boundary optimal control; optimization and optimal control of vortex dominated flows; and the long time behaviors and numerical approximations of solutions of piecewise (in time) optimal control problems. Organizer: L.S. Hou York University Discretized Sensitivities Are Not Derivatives John Burkardt, Virginia Polytechnical Institute & State University Analysis and computation for control of time dependent flows Max D. Gunzburger, Iowa State University Control of Vortex Dominated Flows Thomas P. Svobodny, Wright State University Dynamics and Approximations of Velocity Tracking for the Piecewise Controlled Navier-Stokes Equations Yin Yan, Virginia Polytechnical Institute & State University **CM-25 (4 speakers) Recession Methods in Nonlinear Analysis and Optimization (Part I of II) This minisymposium is aimed at bringing together experts working in different areas of nonlinear analysis and optimization who use the ``recession method" approach to solve problems. Just like the boundedness of a convex set can be described by its recession cone, in the ``recession method" approach, one attempts to get some information on the solution of the problem by imposing conditions at ``infinity". As the speakers of this minisymposium will demonstrate, such a method has been particularly useful in the existence, error bound, and convergence analysis of solutions of optimization problems, variational inequalities, piecewise affine equations, and convex inequality systems. Organizers: M. Seetharama Gowda, University of Maryland; and Michel Thera, Universite de Limoges, France Chair: M. Seetharama Gowda Viscosity Methods in Recession Analysis Hedy Attouch, Universite Montpellier 2, France A Study of Global Error Bounds of Convex Systems via their Related Recession Functions Sien Deng, Northern Illinois University Minimizing and Stationary Sequences of Optimization problems Jong-Shi Pang, Johns Hopkins University Some Properties of the Recession Function of a Piecewise Affine Function M. Seetharama Gowda, Organizer **CM-26 (4 speakers) Recession Methods in Nonlinear Analysis and Optimization (Part II of II) For description, CM-25_ Organizers: M. Seetharama Gowda, University of Maryland; and Michel Thera, Universite de Limoges, France Chair: Michel Thera Non-Coercive Optimization Problems Alfred Auslender, Universite Paris I; and Laboratoire d'Econometrie de l'Ecole Polytechnique, France Energies with Respect to a Measure and Low Dimensional Structures Giuseppe Buttazzo, Universita di Pisa, Italy Recession Cone, Hemivariational Inequality Approach to Nonconvex Unilateral Problems and its Applications in Robotics Daniel Goeleven, Universite de Limoges, France Recession Methods in Noncoercive Variational Inequalities with Applications to Nonlinear Analysis and Optimization Michel Thera, Organizer **CM-27 (4 speakers) Periodic and Chaotic Solutions of Optimal Control Models During the last decade the following class of problems has been studied in several fields of applied mathematics. Consider deterministic, autonomous optimal control problems with infinite time horizon. Under which conditions the long-run behavior of the optimal solution is periodic or chaotic? The question of endogenously generated limit cycles and chaotic attractors is of importance in various fields of mathematic economics (like optimal growth theory), operations research (dynamic programming applied for instance to marketing, production or finance) and engineering. Although several mechanisms generating complex behavior have already been identified more work has to be done to gain insights on the compatibility of optimality and complexity. Organizer: Gustav Feichtinger Vienna University of Technology, Austria Periodic and chaotic solutions of non-concave optimal control problems Gustav Feichtinger, Organizer Numerical solution and sensitivity analysis of periodic control problems Helmut Maurer, University of Muenster, Germany Energy optimal periodic solutions and feedback control for subway trains with non-connected control sets Johannes Schloeder, University Heidelberg, Germany The value of an optimal investment with periodic discount rate Malte Sieveking, Johann Wolfgang Goethe University, Germany **CM-29 Optimization in Computational Fluid Dynamics Organizers: Georg Bock and Dave Young Optimization boundary value problems in CFD are one of the most challenging problems in the field of numerical PDEs. Even the forward problem alone is very difficult and nourishes a large community of numerical mathematicians. Optimization problems in CFD are highly nonlinear and after discretization lead to a large scale finite constrained optimization problem with special structures that have to be exploited. Speakers in the minisymposium will emphasize several important issues: the impact of optimization in CFD applications, structure exploiting optimization methods that incorporate state of the art approaches both from the optimization and discretization fields, and questions of their optimal combination to minimize the complexity of the solution approach. SPEAKER 1 (full name) Volker H. Schulz, H. Georg Bock, Organizer, and Th. Dreyer Interdisciplinary Center of Scientific Computing University of Heidelberg Title of Presentation (Proposed [ ] Confirmed [ X]) Reduced SQP multigrid methods for shape optimization of turbine blades SPEAKERS 2 Omar Ghattas, Beichang He, Carnegie Mellon University, Pittsburgh, PA James F. Antaki, Greg Burgreen, University of Pittsburgh Medical Center, Pittsburgh, PA Title of Presentation (Proposed [ ] Confirmed [X ]) Shape Optimization of Viscous Incompressible Flows SPEAKER 3 Max Gunzburger Department of Mathematics Iowa State University e-mail GUNZBURGER@VTCC1.CC.VT.EDU Title of Presentation (Proposed [ ] Confirmed [X ]) Shape optimization in fluid flows SPEAKER 4 (full name) William Huffman David Young, Organizer Robin Melvin Michael Bieterman Boeing Information & Support Services Seattle, WA Craig Hilmes Forrester Johnson Boeing Commercial Airplane Group Seattle, WA e-mail Title of Presentation (Proposed [ ] Confirmed [X] Constrained Design Optimization in TRANAIR ** CM-30 (4 speakers) Multidisciplinary Design Optimization: Methods and Applications Multidisciplinary Design Optimization (MDO) is a methodology for the design of complex, coupled engineering systems, such as aircraft, the behavior of which is governed by interacting physical phenomena. MDO's aim is to improve and speed up the design process, and to lower the cost of complex systems. MDO is recent to applied mathematics, but has been in the development stage for a number of years in engineering. Due to the complexity and size of the problems, MDO is only now beginning to show its potential and it would benefit from closer interaction among the practitioners of engineering and applied mathematics. The aim of the minisymposium is to bring these two areas together and share the recent advances. Organizer: Natalia M. Alexandrov NASA Langley Research Center On Numerical Issues in Optimal Design John A. Burns, Virginia Polytechnic Institute and State University Design of Automotive Valve Trains with Implicit Filtering Carl T. Kelley, North Carolina State University Aeroservoelastic Shape Optimization: Approximation Concepts and Analysis Tools for MDO Eli Livne, University of Washington Bayesian--Validated Computer--Simulation Surrogates for Optimization and Control Anthony T. Patera, Massachusetts Institute of Technology