Drew P. Kouri

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 22

Top Topics

Decomposition Method

Augmented Lagrangian

Constrained Optimization

Top Venues

SIAM/ASA J. Uncertain. Quantification

Publications

Cheng Peng, Drew P. Kouri, Stan Uryasev
Efficient and robust optimal design for quantile regression based on linear programming. Comput. Stat. Data Anal. 192 (2024)
Drew P. Kouri, Mathias Staudigl, Thomas M. Surowiec
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints. Comput. Optim. Appl. 85 (2) (2023)
Harbir Antil, Drew P. Kouri, Denis Ridzal
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints. SIAM J. Optim. 33 (1) (2023)
Robert J. Baraldi, Drew P. Kouri
A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations. Math. Program. 201 (1) (2023)
Tianyi Shi, Harbir Antil, Drew P. Kouri
Spectral, Tensor and Domain Decomposition Methods for Fractional PDEs. Comput. Methods Appl. Math. 22 (4) (2022)
Drew P. Kouri, Thomas M. Surowiec
A primal-dual algorithm for risk minimization. Math. Program. 193 (1) (2022)
John D. Jakeman, Drew P. Kouri, J. Gabriel Huerta
Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk. Reliab. Eng. Syst. Saf. 221 (2022)
Drew P. Kouri, John D. Jakeman, J. Gabriel Huerta
Risk-Adapted Optimal Experimental Design. SIAM/ASA J. Uncertain. Quantification 10 (2) (2022)
Drew P. Kouri
A matrix-free trust-region newton algorithm for convex-constrained optimization. Optim. Lett. 16 (3) (2022)
Zilong Zou, Drew P. Kouri, Wilkins Aquino
A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems. SIAM/ASA J. Uncertain. Quantification 10 (4) (2022)
Drew P. Kouri, Thomas M. Surowiec
Corrigendum: "Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization". SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Drew P. Kouri, Denis Ridzal, Ray Tuminaro
KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation. SIAM J. Sci. Comput. 43 (5) (2021)
Ramchandran Muthukumar, Drew P. Kouri, Madeleine Udell
Randomized Sketching Algorithms for Low-Memory Dynamic Optimization. SIAM J. Optim. 31 (2) (2021)
Harbir Antil, Drew P. Kouri, Johannes Pfefferer
Risk-Averse Control of Fractional Diffusion with Uncertain Exponent. SIAM J. Control. Optim. 59 (2) (2021)
Drew P. Kouri, Thomas M. Surowiec
Epi-Regularization of Risk Measures. Math. Oper. Res. 45 (2) (2020)
Drew P. Kouri
Higher-moment buffered probability. Optim. Lett. 13 (6) (2019)
Drew P. Kouri
Correction to: Higher-moment buffered probability. Optim. Lett. 13 (7) (2019)
Matthew J. Zahr, Kevin T. Carlberg, Drew P. Kouri
An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids. SIAM/ASA J. Uncertain. Quantification 7 (3) (2019)
Drew P. Kouri
Spectral risk measures: the risk quadrangle and optimal approximation. Math. Program. 174 (1-2) (2019)
Drew P. Kouri, Thomas M. Surowiec
Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization. SIAM/ASA J. Uncertain. Quantification 6 (2) (2018)
Drew P. Kouri
A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems. SIAM J. Numer. Anal. 55 (6) (2017)
Drew P. Kouri, Thomas M. Surowiec
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk. SIAM J. Optim. 26 (1) (2016)
Drew P. Kouri, Matthias Heinkenschloss, Denis Ridzal, Bart G. van Bloemen Waanders
Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty. SIAM J. Sci. Comput. 36 (6) (2014)
Drew P. Kouri
A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients. SIAM/ASA J. Uncertain. Quantification 2 (1) (2014)
Drew P. Kouri, Matthias Heinkenschloss, Denis Ridzal, Bart G. van Bloemen Waanders
A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty. SIAM J. Sci. Comput. 35 (4) (2013)