Drew P. Kouri

According to our database, Drew P. Kouri authored at least 26 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Local convergence analysis of an inexact trust-region method for nonsmooth optimization.

Robert J. Baraldi, Drew P. Kouri

Optim. Lett., April, 2024

Efficient and robust optimal design for quantile regression based on linear programming.

Cheng Peng, Drew P. Kouri, Stan Uryasev

Comput. Stat. Data Anal., April, 2024

2023

A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints.

Drew P. Kouri, Mathias Staudigl, Thomas M. Surowiec

Comput. Optim. Appl., June, 2023

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints.

Harbir Antil, Drew P. Kouri, Denis Ridzal

SIAM J. Optim., March, 2023

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations.

Robert J. Baraldi, Drew P. Kouri

Math. Program., 2023

2022

Corrigendum: "Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization".

Drew P. Kouri, Thomas M. Surowiec

SIAM/ASA J. Uncertain. Quantification, March, 2022

Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk.

John D. Jakeman, Drew P. Kouri, J. Gabriel Huerta

Reliab. Eng. Syst. Saf., 2022

A matrix-free trust-region newton algorithm for convex-constrained optimization.

Drew P. Kouri

Optim. Lett., 2022

A primal-dual algorithm for risk minimization.

Drew P. Kouri, Thomas M. Surowiec

Math. Program., 2022

A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems.

Zilong Zou, Drew P. Kouri, Wilkins Aquino

SIAM/ASA J. Uncertain. Quantification, 2022

Risk-Adapted Optimal Experimental Design.

Drew P. Kouri, John D. Jakeman, J. Gabriel Huerta

SIAM/ASA J. Uncertain. Quantification, 2022

Spectral, Tensor and Domain Decomposition Methods for Fractional PDEs.

Tianyi Shi, Harbir Antil, Drew P. Kouri

Comput. Methods Appl. Math., 2022

2021

KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation.

Drew P. Kouri, Denis Ridzal, Ray Tuminaro

SIAM J. Sci. Comput., 2021

Randomized Sketching Algorithms for Low-Memory Dynamic Optimization.

Ramchandran Muthukumar, Drew P. Kouri, Madeleine Udell

SIAM J. Optim., 2021

Risk-Averse Control of Fractional Diffusion with Uncertain Exponent.

Harbir Antil, Drew P. Kouri, Johannes Pfefferer

SIAM J. Control. Optim., 2021

2020

Epi-Regularization of Risk Measures.

Drew P. Kouri, Thomas M. Surowiec

Math. Oper. Res., 2020

2019

Correction to: Higher-moment buffered probability.

Drew P. Kouri

Optim. Lett., 2019

Higher-moment buffered probability.

Drew P. Kouri

Optim. Lett., 2019

Spectral risk measures: the risk quadrangle and optimal approximation.

Drew P. Kouri

Math. Program., 2019

An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids.

Matthew J. Zahr, Kevin T. Carlberg, Drew P. Kouri

SIAM/ASA J. Uncertain. Quantification, 2019

2018

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization.

Drew P. Kouri, Thomas M. Surowiec

SIAM/ASA J. Uncertain. Quantification, 2018

2017

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems.

Drew P. Kouri

SIAM J. Numer. Anal., 2017

2016

Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk.

Drew P. Kouri, Thomas M. Surowiec

SIAM J. Optim., 2016

2014

Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty.

Drew P. Kouri, Matthias Heinkenschloss, Denis Ridzal, Bart G. van Bloemen Waanders

SIAM J. Sci. Comput., 2014

A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients.

Drew P. Kouri

SIAM/ASA J. Uncertain. Quantification, 2014

2013

A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty.

Drew P. Kouri, Matthias Heinkenschloss, Denis Ridzal, Bart G. van Bloemen Waanders

SIAM J. Sci. Comput., 2013