Drew Philip Kouri

Optimization & Uncertainty Quantification

Author profile picture

Optimization & Uncertainty Quantification

dpkouri@sandia.gov

(505) 845-8127

Sandia National Laboratories, New Mexico
 P.O. Box 5800
 Albuquerque, NM 87185-1320

Biography

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

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.

Publications

  • Jakeman, J., Kouri, D.P., Huerta, J., & Huerta, J. (2022). Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk. Reliability Engineering and System Safety, 221. https://doi.org/10.1016/j.ress.2021.108280 Publication ID: 80231
  • Kouri, D.P., Surowiec, T.M., & Surowiec, T.M. (2022). A primal–dual algorithm for risk minimization. Mathematical Programming, 193(1), pp. 337-363. https://doi.org/10.1007/s10107-020-01608-9 Publication ID: 75176
  • Jakeman, J., Kouri, D.P., Huerta, J., & Huerta, J. (2021). Surrogate Modeling For Efficiently, Accurately and Conservatively Estimating Measures of Risk [Conference Presenation]. https://doi.org/10.2172/1889571 Publication ID: 75892
  • White, R.D., Jakeman, J., van Bloemen Waanders, B., Kouri, D.P., Alexanderian, A., & Alexanderian, A. (2021). Exploring risk-averse design criteria for sequential optimal experimental design in a Bayesian setting [Conference Presenation]. https://doi.org/10.2172/1888463 Publication ID: 75823
  • Kouri, D.P., Jakeman, J., Huerta, J., Walsh, T., Smith, C., Uryasev, S., & Uryasev, S. (2021). Risk-Adaptive Experimental Design for High-Consequence Systems: LDRD Final Report. https://doi.org/10.2172/1820307 Publication ID: 75666
  • Kouri, D.P. (2021). PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1886170 Publication ID: 75518
  • Jakeman, J., Kouri, D.P., Huerta, J., & Huerta, J. (2021). Surrogate Modeling For Efficiently Accurately and Conservatively Estimating Measures of Risk. https://doi.org/10.2172/1807455 Publication ID: 78808
  • Smith, C., Kouri, D.P., Walsh, T., & Walsh, T. (2021). Risk Averse Optimal Experiment Design using R-Optimality for Vibration Control Inverse Problems [Conference Presenation]. https://doi.org/10.2172/1889064 Publication ID: 79576
  • Kouri, D.P. (2021). An Inexact Trust-Region Newton Method for Large-Scale Convex-Constrained Optimization [Conference Presenation]. https://doi.org/10.2172/1878281 Publication ID: 79433
  • Hardesty, S., Antil, H., Kouri, D.P., Ridzal, D., & Ridzal, D. (2021). The Strip Method for Shape Derivatives [Conference Presenation]. https://doi.org/10.2172/1876615 Publication ID: 79188
  • Hardesty, S., Antil, H., Kouri, D.P., Ridzal, D., & Ridzal, D. (2021). The Strip Method for Shape Derivatives [Conference Presenation]. https://doi.org/10.2172/1876593 Publication ID: 78989
  • Robinson, D., Salloum, M., Ridzal, D., Kouri, D.P., & Kouri, D.P. (2021). Fluid flow control devices with 3D-graded permeability [Conference Presenation]. https://doi.org/10.2172/1867123 Publication ID: 78357
  • Robinson, D., Salloum, M., Ridzal, D., Kouri, D.P., & Kouri, D.P. (2021). Design of chromatography columns with 3D-graded permeability [Conference Presenation]. https://doi.org/10.2172/1861979 Publication ID: 77921
  • Kouri, D.P. (2021). Risk-Adapted Design of Experiments for High-Consequence Applications [Presentation]. https://www.osti.gov/biblio/1856305 Publication ID: 77708
  • Phillips, C., Chatter, M., Eckstein, J., Erturk, A., El-Kady, I., Gerbe, R., Kouri, D.P., Loughlin, W., Reinke, C., Rokkam, R., Ruzzene, M., Sugino, C., Swanson, C., van Bloemen Waanders, B., & van Bloemen Waanders, B. (2021). Parallel Solver Framework for Mixed-Integer PDE-Constrained Optimization. https://doi.org/10.2172/1771009 Publication ID: 77424
  • Muthukumar, R., Kouri, D.P., Udell, M., & Udell, M. (2021). Randomized sketching algorithms for low-memory dynamic optimization. SIAM Journal on Optimization, 31(2), pp. 1242-1275. https://doi.org/10.1137/19m1272561 Publication ID: 66345
  • Antil, H., Kouri, D.P., Pfefferer, J., & Pfefferer, J. (2021). Risk-averse control of fractional diffusion with uncertain exponent. SIAM Journal on Control and Optimization, 59(2), pp. 1161-1187. https://doi.org/10.1137/20m1324958 Publication ID: 76089
  • Kouri, D.P. (2020). Design of Experiments for Superquantile Regression [Presentation]. https://www.osti.gov/biblio/1877540 Publication ID: 71794
  • Ebeida, M., Abdelkader, A., Amenta, N., Kouri, D.P., Parekh, O., Phillips, C., Winovich, N., & Winovich, N. (2020). Novel Geometric Operations for Linear Programming. https://doi.org/10.2172/1813669 Publication ID: 71776
  • Robinson, D., Salloum, M., Ridzal, D., Kouri, D.P., Saiz, D.J., Jared, B.H., & Jared, B.H. (2020). Fluid flow control deviceswith 3D-graded permeability [Conference Presenation]. https://doi.org/10.2172/1831022 Publication ID: 71569
  • Ridzal, D., Kouri, D.P., & Kouri, D.P. (2020). An Augmented Lagrangian Equality-constrained SQP (ALESQP) Method for Function-space Optimization with General Constraints [Conference Presenation]. https://doi.org/10.2172/1877850 Publication ID: 71348
  • Kouri, D.P. (2020). Randomized Sketching for Low-Memory Dynamic Optimization [Presentation]. https://www.osti.gov/biblio/1824742 Publication ID: 71116
  • Kouri, D.P., Surowiec, T.M., & Surowiec, T.M. (2020). Epi-regularization of risk measures. Mathematics of Operations Research, 45(2), pp. 774-795. https://doi.org/10.1287/moor.2019.1013 Publication ID: 69282
  • Salloum, M., Robinson, D., Ridzal, D., Kouri, D.P., Saiz, D.J., Jared, B.H., & Jared, B.H. (2020). Fluid Flow Control Devices with Graded Permeability [Presentation]. https://www.osti.gov/biblio/1761291 Publication ID: 70765
  • Kouri, D.P., Ridzal, D., Tuminaro, R., & Tuminaro, R. (2020). KKT preconditioners for pde-constrained optimization with the helmholtz equation. SIAM Journal on Scientific Computing. https://doi.org/10.1137/20m1349199 Publication ID: 73984
  • Kouri, D.P., Surowiec, T.M., & Surowiec, T.M. (2020). Risk-averse optimal control of semilinear elliptic PDEs. ESAIM – Control, Optimisation and Calculus of Variations, 26. https://doi.org/10.1051/cocv/2019061 Publication ID: 65696
  • Kouri, D.P. (2019). Higher-moment buffered probability. Optimization Letters, 13(6), pp. 1223-1237. https://doi.org/10.1007/s11590-018-1359-2 Publication ID: 67153
  • Kouri, D.P. (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization [Conference Poster]. https://www.osti.gov/biblio/1641369 Publication ID: 70074
  • Kouri, D.P. (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization [Presentation]. https://www.osti.gov/biblio/1644626 Publication ID: 67745
  • Kouri, D.P. (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization [Presentation]. https://www.osti.gov/biblio/1644474 Publication ID: 67351
  • Zou, Z., Kouri, D.P., Aquino, W., & Aquino, W. (2019). An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk. Computer Methods in Applied Mechanics and Engineering, 345, pp. 302-322. https://doi.org/10.1016/j.cma.2018.10.028 Publication ID: 59849
  • Kouri, D.P. (2019). Spectral risk measures: the risk quadrangle and optimal approximation. Mathematical Programming, 174(1-2), pp. 525-552. https://doi.org/10.1007/s10107-018-1267-3 Publication ID: 62141
  • Kouri, D.P. (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization [Conference Poster]. https://www.osti.gov/biblio/1602395 Publication ID: 67152
  • Zahr, M.J., Carlberg, K.T., Kouri, D.P., & Kouri, D.P. (2019). An efficient, globally convergent method for optimization under uncertainty using adaptive model reduction and sparse grids. SIAM-ASA Journal on Uncertainty Quantification, 7(3), pp. 877-912. https://doi.org/10.1137/18M1220996 Publication ID: 59982
  • Kouri, D.P. (2018). A Primal-Dual Algorithm for Large-Scale Risk Minimization [Presentation]. https://www.osti.gov/biblio/1574585 Publication ID: 60133
  • Kouri, D.P. (2018). A Primal-Dual Algorithm for Large-Scale Risk Minimization [Conference Poster]. https://www.osti.gov/biblio/1567826 Publication ID: 59163
  • Kouri, D.P. (2018). Smoothing Techniques for Risk-Averse PDE-Constrained Optimization [Conference Poster]. https://www.osti.gov/biblio/1531096 Publication ID: 62854
  • Constantine, P.G., Hokanson, J.M., Kouri, D.P., & Kouri, D.P. (2018). Ridge approximation and dimension reduction for an acoustic scattering model [Conference Poster]. 2018 International Applied Computational Electromagnetics Society Symposium in Denver, ACES-Denver 2018. https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85048322419&origin=inward Publication ID: 54414
  • Ridzal, D., Kouri, D.P., & Kouri, D.P. (2018). Scalable Algorithms and Software for PDE-Constrained Optimization Under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1508919 Publication ID: 61656
  • Kouri, D.P. (2018). Optimization and Control Under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1806978 Publication ID: 61570
  • Kouri, D.P. (2018). Optimal Approximation of Spectral Risk Measures with Application to PDE-Constrained Optimization [Conference Poster]. https://www.osti.gov/biblio/1806977 Publication ID: 61569
  • Kouri, D.P., Aquino, W., Zou, Z., & Zou, Z. (2018). A Locally Adapted Reduced Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems [Conference Poster]. https://www.osti.gov/biblio/1504322 Publication ID: 61300
  • Kouri, D.P., Surowiec, T.M., & Surowiec, T.M. (2018). Existence and optimality conditions for risk-averse PDE-constrained optimization. SIAM-ASA Journal on Uncertainty Quantification, 6(2), pp. 787-815. https://doi.org/10.1137/16M1086613 Publication ID: 62142
  • Kouri, D.P., Shapiro, A., & Shapiro, A. (2018). Optimization of PDEs with Uncertain Inputs. https://www.osti.gov/biblio/1432917 Publication ID: 58557
  • Kouri, D.P., Ridzal, D., & Ridzal, D. (2018). Inexact Trust-Region Methods for PDE-Constrained Optimization. https://www.osti.gov/biblio/1434233 Publication ID: 58660
  • Kouri, D.P., Aquino, W., Zou, Z., & Zou, Z. (2017). A Locally Adapted Reduced Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems [Conference Poster]. https://www.osti.gov/biblio/1573887 Publication ID: 54586
  • Kouri, D.P. (2017). Risk-Averse Optimization of Large-Scale Multiphysics Systems [Conference Poster]. https://www.osti.gov/biblio/1487004 Publication ID: 54635
  • Ridzal, D., Kouri, D.P., von Winckel, G., & von Winckel, G. (2017). Rapid Optimization Library [Presentation]. https://www.osti.gov/biblio/1481491 Publication ID: 54022
  • Cyr, E., von Winckel, G., Kouri, D.P., Gardiner, T., Ridzal, D., Shadid, J.N., Miller, S., & Miller, S. (2017). LDRD Report: Topological Design Optimization of Convolutes in Next Generation Pulsed Power Devices. https://doi.org/10.2172/1413648 Publication ID: 54655
  • Cyr, E., von Winckel, G., Gardiner, T., Kouri, D.P., Miller, S., Shadid, J.N., & Shadid, J.N. (2017). Methods for Topological Design of Conducting Networks [Conference Poster]. https://www.osti.gov/biblio/1464677 Publication ID: 57892
  • Kouri, D.P. (2017). Software for Large-Scale PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1459329 Publication ID: 57096
  • Kouri, D.P. (2017). PDE-Constrained Optimization using Epi-Regularized Risk Measures [Conference Poster]. https://www.osti.gov/biblio/1458038 Publication ID: 56537
  • Kouri, D.P. (2017). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1458173 Publication ID: 55735
  • Kouri, D.P., Ridzal, D., von Winckel, G., & von Winckel, G. (2017). The Rapid Optimization Library: Software for large-scale optimization [Presentation]. https://www.osti.gov/biblio/1456449 Publication ID: 55706
  • Cyr, E., von Winckel, G., Gardiner, T., Kouri, D.P., Ridzal, D., Miller, S., Shadid, J.N., & Shadid, J.N. (2017). Topology Optimization: Challenges Algorithms and Applications [Presentation]. https://www.osti.gov/biblio/1429279 Publication ID: 55430
  • Kouri, D.P. (2017). An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk [Conference Poster]. https://www.osti.gov/biblio/1424855 Publication ID: 55078
  • Cyr, E., von Winckel, G., Gardiner, T., Kouri, D.P., Miller, S., Shadid, J.N., & Shadid, J.N. (2017). Topology optimization for design of coaxial cables [Conference Poster]. https://www.osti.gov/biblio/1425291 Publication ID: 55037
  • Kouri, D.P. (2017). A measure approximation for distributionally robust PDE-constrained optimization problems. SIAM Journal on Numerical Analysis, 55(6), pp. 3147-3172. https://doi.org/10.1137/15M1036944 Publication ID: 54058
  • Kouri, D.P., Zou, Z., Aquino, W., & Aquino, W. (2017). An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk [Conference Poster]. https://www.osti.gov/biblio/1524692 Publication ID: 52807
  • Kouri, D.P., Aquino, W., Zou, Z., & Zou, Z. (2016). An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk [Conference Poster]. https://www.osti.gov/biblio/1524691 Publication ID: 48152
  • Kouri, D.P. (2016). Optimal Approximation of Spectral Risk Measures with Application to PDE-Constrained Optimization [Conference Poster]. https://www.osti.gov/biblio/1410220 Publication ID: 47873
  • Kouri, D.P. (2016). Data-Driven Optimization for the Design and Control of Large-Scale Systems: LDRD Final Report. https://doi.org/10.2172/1562640 Publication ID: 52428
  • Kouri, D.P. (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1420896 Publication ID: 51526
  • Kouri, D.P. (2016). Tutorial on Optimization of PDEs with Uncertain Inputs [Conference Poster]. https://www.osti.gov/biblio/1530045 Publication ID: 50435
  • Kouri, D.P. (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1367069 Publication ID: 49869
  • Ridzal, D., Kouri, D.P., & Kouri, D.P. (2016). A Full-Space Approach to Stochastic Optimization with Simulation Constraints [Conference Poster]. https://www.osti.gov/biblio/1581536 Publication ID: 49305
  • Kouri, D.P. (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1365074 Publication ID: 49271
  • Kouri, D.P. (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1366684 Publication ID: 49209
  • von Winckel, G., Cyr, E., Kouri, D.P., Ridzal, D., Gardiner, T., Shadid, J.N., & Shadid, J.N. (2016). Reduced and Full Space Methods in Topology Optimization: Applications in Linear Elasticity and Electrical Conduction [Conference Poster]. https://www.osti.gov/biblio/1364862 Publication ID: 49038
  • Wildey, T., Cyr, E., Shadid, J.N., van Bloemen Waanders, B., Kouri, D.P., Bishop, J., Tavener, S., Butler, T., Prudhomme, S., Dawson, C., & Dawson, C. (2016). Utilizing Adjoint-Based Techniques to Improve the Accuracy and Reliability in Uncertainty Quantification [Conference Poster]. https://www.osti.gov/biblio/1345103 Publication ID: 48514
  • Kouri, D.P., Surowiec, T.M., & Surowiec, T.M. (2016). Risk-averse PDE-constrained optimization using the conditional value-at-risk [Presentation]. SIAM Journal on Optimization. https://doi.org/10.1137/140954556 Publication ID: 39445
  • Walsh, T., Aquino, W., Ridzal, D., Kouri, D.P., & Kouri, D.P. (2015). Inversion for Eigenvalues and Modes Using Sierra-SD and ROL. https://doi.org/10.2172/1233625 Publication ID: 42119
  • Kouri, D.P. (2015). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1337896 Publication ID: 42123
  • Kouri, D.P., Aquino, W., Ridzal, D., Rockafellar, R., Shapiro, A., Uryasev, S., & Uryasev, S. (2015). Risk-Averse Optimization of Large-Scale Multiphysics Systems [Presentation]. https://www.osti.gov/biblio/1333463 Publication ID: 41670
  • Kouri, D.P. (2015). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1514225 Publication ID: 46217
  • Kouri, D.P. (2015). Theory and Algorithms for PDE-Constrained Optimization under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1339332 Publication ID: 44648
  • Kouri, D.P. (2015). Risk-averse Optimization with PDE Constraints [Conference Poster]. https://www.osti.gov/biblio/1262637 Publication ID: 44328
  • van Bloemen Waanders, B., Kouri, D.P., Ridzal, D., Uryasef, S., & Uryasef, S. (2015). Optimization Under Uncertainty for Magnetic Confinement Fusion [Conference Poster]. https://www.osti.gov/biblio/1250731 Publication ID: 43211
  • Ridzal, D., Kouri, D.P., van Bloemen Waanders, B., & van Bloemen Waanders, B. (2015). Integration of Approximate Schur Preconditioners and SQP Algorithms for Nonlinear PDE Optimization under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1882357 Publication ID: 42532
  • Kouri, D.P. (2015). A Data-Driven Approach to PDE-Constrained Optimization Under Uncertainty [Conference Poster]. https://www.osti.gov/biblio/1245924 Publication ID: 42534
  • Kouri, D.P. (2015). Theory and Algorithms for PDE-Constrained Optimization under Uncertainty [Presentation]. https://www.osti.gov/biblio/1504176 Publication ID: 41369
  • Ridzal, D., Kouri, D.P., & Kouri, D.P. (2014). Rapid Optimization Library [Conference Poster]. https://www.osti.gov/biblio/1367652 Publication ID: 39430
  • Walsh, T., Aquino, W., Ridzal, D., Kouri, D.P., van Bloemen Waanders, B., Urbina, A., & Urbina, A. (2014). Viscoelastic material inversion using Sierra-SD and ROL. https://doi.org/10.2172/1322276 Publication ID: 39391
  • Perego, M., Salinger, A., Phipps, E., Ridzal, D., Kouri, D.P., Tezaur, I., Price, S., Stadler, G., & Stadler, G. (2014). Adjoint-based Deterministic Inversion for Ice Sheets [Presentation]. https://www.osti.gov/biblio/1242148 Publication ID: 39370
  • Walsh, T., Aquino, W., Ridzal, D., Kouri, D.P., van Bloemen Waanders, B., & van Bloemen Waanders, B. (2014). A massively parallel framework for source and material inverse problems in structural acoustics [Presentation]. https://www.osti.gov/biblio/1502315 Publication ID: 38263
  • Kouri, D.P. (2014). Controlling Uncertainty in PDE-Constrained Optimization [Presentation]. https://www.osti.gov/biblio/1496680 Publication ID: 37588
  • Kouri, D.P. (2014). Risk-Averse PDE-Constrained Optimization using the Conditional Value-At-Risk [Conference]. https://doi.org/10.1137/140954556 Publication ID: 40794
  • Kouri, D.P., Shields, E., & Shields, E. (2014). Ecient Multi-Frame Super-Resolution for Imagery with Lateral Shifts. Applied Optics. https://doi.org/10.1364/AO.53.0000F1 Publication ID: 37900
  • Ridzal, D., Kouri, D.P., van Bloemen Waanders, B., & van Bloemen Waanders, B. (2013). Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty. SIAM Journal on Scientific Computing. https://www.osti.gov/biblio/1126754 Publication ID: 32034
Showing 10 of 89 publications.

Software

Rapid Optimization Library (ROL)

Awards & Recognition

2020

Drew Philip Kouri, Best Paper of 2019, Optimization Letters, November 25, 2020