Center for Computing Research (CCR)

Center for Computing Research

Drew Philip Kouri

Drew Philip Kouri
Optimization & Uncertainty Quantification
Email: dpkouri@sandia.gov
Phone: 505/845-8127
Fax: 630/252-5986

Mailing address:
Sandia National Laboratories
P.O. Box 5800, MS 1320
Albuquerque, NM
87185-1320

Drew's research interests include: PDE-constrained optimization, algorithms for solving risk-averse and robust PDE-constrained optimization problems, adaptive sampling and quadrature methods for risk-averse optimization, general frameworks to handle inexactness and model adaptivity in optimization.  Drew is also a lead developer of the Rapid Optimization Library (ROL) which is a software package for matrix-free, derivative-based optimization.

Education/Background

Drew earned his B.S. and M.S. degrees in Mathematics from Case Western Reserve University in 2008, including a minor in Spanish.  In 2010, he earned his M.A. in Computational and Applied Mathematics from Rice University.  Under the supervision of M. Heinkenschloss, he earned his Ph.D. in Computational and Applied Mathematics from Rice University in 2012 with dissertation "An Approach for the Adaptive Solution of Optimization Problems Governed by Partial Differential Equations with Uncertain Coefficients."  After obtaining his Ph.D., Drew served as the J.H. Wilkinson Fellow at Argonne National Laboratory before joining Sandia National Laboratories in 2013.

Software

Selected Publications & Presentations

2018
  • Constantine, Paul G., Jeffrey M. Hokanson, Drew Philip Kouri, "Ridge approximation and dimension reduction for an acoustic scattering model ," Conference Paper, 2018 International Applied Computational Electromagnetics Society (ACES) Symposium , March 2018.
  • Kouri, Drew Philip, "A Locally Adapted Reduced Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems," Presentation, 15th Copper Mountain Conference on Iterative Methods, March 2018.
  • Kouri, Drew Philip, Thomas M. Surowiec, "Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization," Journal Article, SIAM/ASA Journal on Uncertainty Quantification, Vol. 6, No. 2, pp. 787–815, Accepted/Published June 2018.
  • Kouri, Drew Philip, "Optimal Approximation of Spectral Risk Measures with Application to PDE-Constrained Optimization," Presentation, SIAM Conference on Uncertainty Quantification, April 2018.
  • Kouri, Drew Philip, "Optimization and Control Under Uncertainty ," Presentation, SIAM Conference on Uncertainty Quantification, April 2018.
  • Kouri, Drew Philip, "Smoothing Techniques for Risk-Averse PDE-Constrained Optimization ," Presentation, UC Berkeley/LBL Applied Math Seminar, April 2018.
  • Kouri, Drew Philip, "Spectral risk measures: the risk quadrangle and optimal approximation," Journal Article, Mathematical Programming Series B, Accepted/Published May 2018.
  • Zou, Zilon, Drew Philip Kouri, Wilkins Aquino, "A Locally Adapted Reduced Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems," Conference Paper, 2018 AIAA Non-Deterministic Approaches Conference, January 2018.
2017
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty," Presentation, Optimization Under Uncertainty and Data-Driven Science and Engineering , April 2017.
  • Kouri, Drew Philip, "A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems," Journal Article, SIAM Journal on Numerical Analysis, Vol. 55, No. 6, pp. 3147–3172, Accepted/Published December 2017.
  • Kouri, Drew Philip, "An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk," Presentation, AIAA SciTech Forum, January 2017.
  • Kouri, Drew Philip, "An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk," Presentation, SIAM Conference on Computational Science and Engineering, February 2017.
  • Kouri, Drew Philip, Thomas M. Surowiec, "PDE-constrained Optimization under Uncertainty ," Journal Article, SIAG/OPT Views and News, Accepted/Published December 2017.
  • Kouri, Drew Philip, "PDE-Constrained Optimization using Epi-Regularized Risk Measures," Presentation, SIAM Conference on Optimization, May 2017.
  • Kouri, Drew Philip, "Software for Large-Scale PDE-Constrained Optimization under Uncertainty," Presentation, Sandia CCR Summer Student Seminar, June 2017.
  • Kouri, Drew Philip, "The Rapid Optimization Library: Software for large-scale optimization," Presentation, Optimization Under Uncertainty and Data-Driven Science and Engineering, April 2017.
2016
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty," Presentation, Mathematics Institute of Computational Science & Engineering Seminar, Ecole Polytechnique Federale de Lausanne, Switzerland, April 2016.
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty," Presentation, SIAM Conference on Uncertainty Quantification, April 2016.
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty," Presentation, Joint Mathematics Meeting, January 2016.
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty," Presentation, West Coast Optimization Meeting, May 2016.
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty ," Presentation, The 5th International Conference on Continuous Optimization, August 2016.
  • Kouri, Drew Philip, "Data-Driven Optimization for the Design and Control of Large-Scale Systems: LDRD Final Report," SAND Report, September 2016.
  • Kouri, Drew Philip, "Optimal Approximation of Spectral Risk Measures with Application to PDE-Constrained Optimization," Presentation, Risk Management Approaches in Engineering Applications Workshop, November 2016.
  • Kouri, Drew Philip, Thomas M Surowiec, "Risk-Averse PDE-Constrained Optimization using the Conditional Value-at-Risk," Journal Article, SIAM Journal on Optimization, Vol. 26, No. 1, pp. 365–396, Accepted/Published February 2016.
  • Kouri, Drew Philip, "Tutorial on Optimization of PDEs with Uncertain Inputs," Presentation, IMA Special Workshop: Frontiers in PDE-Constrained Optimization, June 2016.
  • Zou, Zilong, Drew Philip Kouri, Wilkins Aquino, "An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk," Conference Paper, AIAA SciTech Forum, December 2016.
2015
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty ," Presentation, Applied and Computational Mathematics Seminar at George Mason University, October 2015.
  • Kouri, Drew Philip, "A Data-Driven Approach to PDE-Constrained Optimization Under Uncertainty," Presentation, SIAM Conference on Computational Science and Engineering, March 2015.
  • Kouri, Drew Philip, "Risk-averse Optimization with PDE Constraints," Presentation, 22nd International Symposium on Mathematical Programming, July 2015.
  • Kouri, Drew Philip, "Theory and Algorithms for PDE-Constrained Optimization under Uncertainty," Presentation, Duke University Civil and Environmental Engineering Seminar, January 2015.
2014
  • Kouri, Drew Philip, "Adaptive and Multilevel Sparse-grid Methods for Risk-Averse PDE-Constrained Optimization," Presentation, Informs Optimization Society Conference. Theory and Practice, March 2014.
  • Kouri, Drew Philip, "Controlling Uncertainty in PDE-Constrained Optimization," Presentation, 11th World Congress on Computational Mechanics, July 2014.
  • Kouri, Drew Philip, Eric A. Shields, "Efficient Multiframe Super-Resolution for Imagery with Lateral Shifts," Journal Article, Applied Optics, Vol. 53, No. 24, pp. F1–F9, Accepted/Published August 2014.
  • Kouri, Drew Philip, Matthias Heinkenschloss, Denis Ridzal, Bart G. van Bloemen Waanders, "Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty," Journal Article, SIAM Journal on Scientific Computing, Vol. 36, No. 6, pp. A3011–A3029, Accepted/Published December 2014.
  • Kouri, Drew Philip, "Inexactness in Trust-Region Algorithms with Application to Adaptive Refinement ," Presentation, Thirteenth Copper Mountain Conference on Iterative Methods, April 2014.
  • Kouri, Drew Philip, "Multilevel and Adaptive Sparse-grid Methods for Risk-Averse PDE-Constrained Optimization," Presentation, SIAM Conference on Uncertainty Quantification, March 2014.
  • Kouri, Drew Philip, "Risk-Averse PDE-Constrained Optimization using the Conditional Value-At-Risk ," Presentation, Risk Management Approaches in Engineering Applications, November 2014.
  • Kouri, Drew Philip, "Risk-Averse PDE-Constrained Optimization using the Conditional Value-At-Risk," Presentation, SIAM Conference on Optimization, May 2014.
2013