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

John Jakeman, Drew Kouri, Jose Huerta, (2022). Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk Reliability Engineering and System Safety https://doi.org/10.1016/j.ress.2021.108280 Publication ID: 80231

Drew Kouri, Thomas Surowiec, (2022). A primal–dual algorithm for risk minimization Mathematical Programming https://doi.org/10.1007/s10107-020-01608-9 Publication ID: 75176

R. White, John Jakeman, Bart van Bloemen Waanders, Drew Kouri, Alex Alexanderian, (2021). Exploring risk-averse design criteria for sequential optimal experimental design in a Bayesian setting https://doi.org/10.2172/1888463 Publication ID: 75823

John Jakeman, Drew Kouri, Jose Huerta, (2021). Surrogate Modeling For Efficiently, Accurately and Conservatively Estimating Measures of Risk https://doi.org/10.2172/1889571 Publication ID: 75892

Drew Kouri, John Jakeman, Jose Huerta, Timothy Walsh, Chandler Smith, Stan Uryasev, (2021). Risk-Adaptive Experimental Design for High-Consequence Systems: LDRD Final Report https://doi.org/10.2172/1820307 Publication ID: 75666

Drew Kouri, (2021). PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1886170 Publication ID: 75518

John Jakeman, Drew Kouri, Jose Huerta, (2021). Surrogate Modeling For Efficiently Accurately and Conservatively Estimating Measures of Risk https://doi.org/10.2172/1807455 Publication ID: 78808

Drew Kouri, (2021). An Inexact Trust-Region Newton Method for Large-Scale Convex-Constrained Optimization https://doi.org/10.2172/1878281 Publication ID: 79433

Sean Hardesty, Harbir Antil, Drew Kouri, Denis Ridzal, (2021). The Strip Method for Shape Derivatives https://doi.org/10.2172/1876615 Publication ID: 79188

Chandler Smith, Drew Kouri, Timothy Walsh, (2021). Risk Averse Optimal Experiment Design using R-Optimality for Vibration Control Inverse Problems https://doi.org/10.2172/1889064 Publication ID: 79576

Sean Hardesty, Harbir Antil, Drew Kouri, Denis Ridzal, (2021). The Strip Method for Shape Derivatives https://doi.org/10.2172/1876593 Publication ID: 78989

David Robinson, Maher Salloum, Denis Ridzal, Drew Kouri, (2021). Fluid flow control devices with 3D-graded permeability https://doi.org/10.2172/1867123 Publication ID: 78357

David Robinson, Maher Salloum, Denis Ridzal, Drew Kouri, (2021). Design of chromatography columns with 3D-graded permeability https://doi.org/10.2172/1861979 Publication ID: 77921

Cynthia Phillips, Michelle Chatter, Jonathan Eckstein, Alper Erturk, Ihab El-Kady, Romain Gerbe, Drew Kouri, William Loughlin, Charles Reinke, Rohith Rokkam, Massimo Ruzzene, Chris Sugino, Calvin Swanson, Bart van Bloemen Waanders, (2021). Parallel Solver Framework for Mixed-Integer PDE-Constrained Optimization https://doi.org/10.2172/1771009 Publication ID: 77424

Drew Kouri, (2021). Risk-Adapted Design of Experiments for High-Consequence Applications https://www.osti.gov/servlets/purl/1856305 Publication ID: 77708

Ramchandran Muthukumar, Drew Kouri, Madeleine Udell, (2021). Randomized sketching algorithms for low-memory dynamic optimization SIAM Journal on Optimization https://doi.org/10.1137/19m1272561 Publication ID: 66345

Harbir Antil, Drew Kouri, Johannes Pfefferer, (2021). Risk-averse control of fractional diffusion with uncertain exponent SIAM Journal on Control and Optimization https://doi.org/10.1137/20m1324958 Publication ID: 76089

Mohamed Ebeida, Ahmed Abdelkader, Nina Amenta, Drew Kouri, Ojas Parekh, Cynthia Phillips, Nickolas Winovich, (2020). Novel Geometric Operations for Linear Programming https://doi.org/10.2172/1813669 Publication ID: 71776

Drew Kouri, (2020). Design of Experiments for Superquantile Regression https://www.osti.gov/servlets/purl/1877540 Publication ID: 71794

David Robinson, Maher Salloum, Denis Ridzal, Drew Kouri, David Saiz, Bradley Jared, (2020). Fluid flow control deviceswith 3D-graded permeability https://doi.org/10.2172/1831022 Publication ID: 71569

Denis Ridzal, Drew Kouri, (2020). An Augmented Lagrangian Equality-constrained SQP (ALESQP) Method for Function-space Optimization with General Constraints https://doi.org/10.2172/1877850 Publication ID: 71348

Drew Kouri, (2020). Randomized Sketching for Low-Memory Dynamic Optimization https://www.osti.gov/servlets/purl/1824742 Publication ID: 71116

Drew Kouri, Thomas Surowiec, (2020). Epi-regularization of risk measures Mathematics of Operations Research https://doi.org/10.1287/moor.2019.1013 Publication ID: 69282

Drew Kouri, Denis Ridzal, Raymond Tuminaro, (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

Maher Salloum, David Robinson, Denis Ridzal, Drew Kouri, David Saiz, Bradley Jared, (2020). Fluid Flow Control Devices with Graded Permeability https://www.osti.gov/servlets/purl/1761291 Publication ID: 70765

Drew Kouri, T. Surowiec, (2020). Risk-averse optimal control of semilinear elliptic PDEs ESAIM – Control, Optimisation and Calculus of Variations https://doi.org/10.1051/cocv/2019061 Publication ID: 65696

Drew Kouri, (2019). Higher-moment buffered probability Optimization Letters https://doi.org/10.1007/s11590-018-1359-2 Publication ID: 67153

Drew Kouri, (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization https://www.osti.gov/servlets/purl/1641369 Publication ID: 70074

Drew Kouri, (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization https://www.osti.gov/servlets/purl/1644474 Publication ID: 67351

Drew Kouri, (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization https://www.osti.gov/servlets/purl/1644626 Publication ID: 67745

Drew Kouri, (2019). Spectral risk measures: the risk quadrangle and optimal approximation Mathematical Programming https://doi.org/10.1007/s10107-018-1267-3 Publication ID: 62141

Zilong Zou, Drew Kouri, Wilkins Aquino, (2019). An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk Computer Methods in Applied Mechanics and Engineering https://doi.org/10.1016/j.cma.2018.10.028 Publication ID: 59849

Drew Kouri, (2019). A Primal-Dual Algorithm for Large-Scale Risk Minimization https://www.osti.gov/servlets/purl/1602395 Publication ID: 67152

Matthew Zahr, Kevin Carlberg, Drew Kouri, (2019). An efficient, globally convergent method for optimization under uncertainty using adaptive model reduction and sparse grids SIAM-ASA Journal on Uncertainty Quantification https://doi.org/10.1137/18M1220996 Publication ID: 59982

Drew Kouri, (2018). A Primal-Dual Algorithm for Large-Scale Risk Minimization https://www.osti.gov/servlets/purl/1574585 Publication ID: 60133

Drew Kouri, (2018). A Primal-Dual Algorithm for Large-Scale Risk Minimization https://www.osti.gov/servlets/purl/1567826 Publication ID: 59163

Drew Kouri, (2018). Smoothing Techniques for Risk-Averse PDE-Constrained Optimization https://www.osti.gov/servlets/purl/1531096 Publication ID: 62854

Paul Constantine, Jeffrey Hokanson, Drew Kouri, (2018). Ridge approximation and dimension reduction for an acoustic scattering model 2018 International Applied Computational Electromagnetics Society Symposium in Denver, ACES-Denver 2018 https://www.osti.gov/servlets/purl/1484573 Publication ID: 54414

Drew Kouri, (2018). Optimal Approximation of Spectral Risk Measures with Application to PDE-Constrained Optimization https://www.osti.gov/servlets/purl/1806977 Publication ID: 61569

Drew Kouri, (2018). Optimization and Control Under Uncertainty https://www.osti.gov/servlets/purl/1806978 Publication ID: 61570

Denis Ridzal, Drew Kouri, (2018). Scalable Algorithms and Software for PDE-Constrained Optimization Under Uncertainty https://www.osti.gov/servlets/purl/1508919 Publication ID: 61656

Drew Kouri, Wilkins Aquino, Zilong Zou, (2018). A Locally Adapted Reduced Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems https://www.osti.gov/servlets/purl/1504322 Publication ID: 61300

Drew Kouri, Denis Ridzal, (2018). Inexact Trust-Region Methods for PDE-Constrained Optimization https://www.osti.gov/biblio/1434233 Publication ID: 58660

Drew Kouri, Alexander Shapiro, (2018). Optimization of PDEs with Uncertain Inputs https://www.osti.gov/biblio/1432917 Publication ID: 58557

Drew Kouri, T. Surowiec, (2018). Existence and optimality conditions for risk-averse PDE-constrained optimization SIAM-ASA Journal on Uncertainty Quantification https://doi.org/10.1137/16M1086613 Publication ID: 62142

Drew Kouri, Wilkins Aquino, Zilong Zou, (2017). A Locally Adapted Reduced Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems https://www.osti.gov/servlets/purl/1573887 Publication ID: 54586

Drew Kouri, (2017). Risk-Averse Optimization of Large-Scale Multiphysics Systems https://www.osti.gov/servlets/purl/1487004 Publication ID: 54635

Denis Ridzal, Drew Kouri, Gregory von Winckel, (2017). Rapid Optimization Library https://www.osti.gov/servlets/purl/1481491 Publication ID: 54022

Eric Cyr, Gregory von Winckel, Drew Kouri, Thomas Gardiner, Denis Ridzal, John Shadid, Sean Miller, (2017). LDRD Report: Topological Design Optimization of Convolutes in Next Generation Pulsed Power Devices https://doi.org/10.2172/1413648 Publication ID: 54655

Eric Cyr, Gregory von Winckel, Thomas Gardiner, Drew Kouri, Sean Miller, John Shadid, (2017). Methods for Topological Design of Conducting Networks https://www.osti.gov/servlets/purl/1464677 Publication ID: 57892

Drew Kouri, (2017). Software for Large-Scale PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1459329 Publication ID: 57096

Drew Kouri, (2017). PDE-Constrained Optimization using Epi-Regularized Risk Measures https://www.osti.gov/servlets/purl/1458038 Publication ID: 56537

Drew Kouri, Denis Ridzal, Gregory von Winckel, (2017). The Rapid Optimization Library: Software for large-scale optimization https://www.osti.gov/servlets/purl/1456449 Publication ID: 55706

Drew Kouri, (2017). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1458173 Publication ID: 55735

Eric Cyr, Gregory von Winckel, Thomas Gardiner, Drew Kouri, Denis Ridzal, Sean Miller, John Shadid, (2017). Topology Optimization: Challenges Algorithms and Applications https://www.osti.gov/servlets/purl/1429279 Publication ID: 55430

Drew Kouri, (2017). An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk https://www.osti.gov/servlets/purl/1424855 Publication ID: 55078

Eric Cyr, Gregory von Winckel, Thomas Gardiner, Drew Kouri, Sean Miller, John Shadid, (2017). Topology optimization for design of coaxial cables https://www.osti.gov/servlets/purl/1425291 Publication ID: 55037

Drew Kouri, (2017). A measure approximation for distributionally robust PDE-constrained optimization problems SIAM Journal on Numerical Analysis https://doi.org/10.1137/15M1036944 Publication ID: 54058

Drew Kouri, Zilong Zou, Wilkins Aquino, (2017). An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk https://www.osti.gov/servlets/purl/1524692 Publication ID: 52807

Drew Kouri, Wilkins Aquino, Zilong Zou, (2016). An Adaptive Sampling Approach for Solving PDEs with Uncertain Inputs and Evaluating Risk https://www.osti.gov/servlets/purl/1524691 Publication ID: 48152

Drew Kouri, (2016). Optimal Approximation of Spectral Risk Measures with Application to PDE-Constrained Optimization https://www.osti.gov/servlets/purl/1410220 Publication ID: 47873

Drew Kouri, (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

Drew Kouri, (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1420896 Publication ID: 51526

Drew Kouri, (2016). Tutorial on Optimization of PDEs with Uncertain Inputs https://www.osti.gov/servlets/purl/1530045 Publication ID: 50435

Drew Kouri, (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1367069 Publication ID: 49869

Drew Kouri, (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1366684 Publication ID: 49209

Drew Kouri, (2016). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1365074 Publication ID: 49271

Denis Ridzal, Drew Kouri, (2016). A Full-Space Approach to Stochastic Optimization with Simulation Constraints https://www.osti.gov/servlets/purl/1581536 Publication ID: 49305

Gregory von Winckel, Eric Cyr, Drew Kouri, Denis Ridzal, Thomas Gardiner, John Shadid, (2016). Reduced and Full Space Methods in Topology Optimization: Applications in Linear Elasticity and Electrical Conduction https://www.osti.gov/servlets/purl/1364862 Publication ID: 49038

Timothy Wildey, Eric Cyr, John Shadid, Bart van Bloemen Waanders, Drew Kouri, Joseph Bishop, Simon Tavener, Troy Butler, Serge Prudhomme, Clint Dawson, (2016). Utilizing Adjoint-Based Techniques to Improve the Accuracy and Reliability in Uncertainty Quantification https://www.osti.gov/servlets/purl/1345103 Publication ID: 48514

Drew Kouri, T. Surowiec, (2016). Risk-averse PDE-constrained optimization using the conditional value-at-risk SIAM Journal on Optimization https://doi.org/10.1137/140954556 Publication ID: 39445

Timothy Walsh, Wilkins Aquino, Denis Ridzal, Drew Kouri, (2015). Inversion for Eigenvalues and Modes Using Sierra-SD and ROL https://doi.org/10.2172/1233625 Publication ID: 42119

Drew Kouri, (2015). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1337896 Publication ID: 42123

Drew Kouri, Wilkins Aquino, Denis Ridzal, Ralph Rockafellar, Alexander Shapiro, Stan Uryasev, (2015). Risk-Averse Optimization of Large-Scale Multiphysics Systems https://www.osti.gov/servlets/purl/1333463 Publication ID: 41670

Drew Kouri, (2015). A Data-Driven Approach to PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1514225 Publication ID: 46217

Drew Kouri, (2015). Risk-averse Optimization with PDE Constraints https://www.osti.gov/servlets/purl/1262637 Publication ID: 44328

Drew Kouri, (2015). Theory and Algorithms for PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1339332 Publication ID: 44648

Bart van Bloemen Waanders, Drew Kouri, Denis Ridzal, Stan Uryasef, (2015). Optimization Under Uncertainty for Magnetic Confinement Fusion https://www.osti.gov/servlets/purl/1250731 Publication ID: 43211

Denis Ridzal, Drew Kouri, Bart van Bloemen Waanders, (2015). Integration of Approximate Schur Preconditioners and SQP Algorithms for Nonlinear PDE Optimization under Uncertainty https://www.osti.gov/servlets/purl/1882357 Publication ID: 42532

Drew Kouri, (2015). A Data-Driven Approach to PDE-Constrained Optimization Under Uncertainty https://www.osti.gov/servlets/purl/1245924 Publication ID: 42534

Drew Kouri, (2015). Theory and Algorithms for PDE-Constrained Optimization under Uncertainty https://www.osti.gov/servlets/purl/1504176 Publication ID: 41369

Denis Ridzal, Drew Kouri, (2014). Rapid Optimization Library https://www.osti.gov/servlets/purl/1367652 Publication ID: 39430

Mauro Perego, Andrew Salinger, Eric Phipps, Denis Ridzal, Drew Kouri, Irina Tezaur, S. Price, G. Stadler, (2014). Adjoint-based Deterministic Inversion for Ice Sheets https://www.osti.gov/servlets/purl/1242148 Publication ID: 39370

Timothy Walsh, Wilkins Aquino, Denis Ridzal, Drew Kouri, Bart van Bloemen Waanders, Angel Urbina, (2014). Viscoelastic material inversion using Sierra-SD and ROL https://doi.org/10.2172/1322276 Publication ID: 39391

Timothy Walsh, Wilkins Aquino, Denis Ridzal, Drew Kouri, Bart van Bloemen Waanders, (2014). A massively parallel framework for source and material inverse problems in structural acoustics https://www.osti.gov/servlets/purl/1502315 Publication ID: 38263

Drew Kouri, (2014). Controlling Uncertainty in PDE-Constrained Optimization https://www.osti.gov/servlets/purl/1496680 Publication ID: 37588

Drew Kouri, (2014). Risk-Averse PDE-Constrained Optimization using the Conditional Value-At-Risk https://doi.org/10.1137/140954556 Publication ID: 40794

Drew Kouri, Eric Shields, (2014). Ecient Multi-Frame Super-Resolution for Imagery with Lateral Shifts Applied Optics https://doi.org/10.1364/AO.53.0000F1 Publication ID: 37900

Denis Ridzal, Drew Kouri, Bart van Bloemen Waanders, (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

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Awards & Recognition

2020

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