OQUAIDO Research Chair in applied mathematics

Optimization and uncertainty quantification for expensive data

The OQUAIDO Chair – for "Optimisation et QUAntification d'Incertitudes pour les Données Onéreuses" in French – was a chair in applied mathematics held at Mines Saint-Étienne (France) from January 2016 to January 2021. It aimed at gathering academical and technological partners to work on problems involving costly-to-evaluate numerical simulators for uncertainty quantification, optimization and inverse problems. This research Chair was the continuation of the projects DICE and ReDICE which respectively covered the periods 2006-2009 and 2011-2015. A link to the final activity report of the Chair can be found on the right of this page.

Examples of response surface

Although their application fields may be extremely diverse, industries using large numerical simulators often encounter similar issues. Indeed, the growing complexity of numerical simulations implies that running one experiment often takes hours or days, which limits the number of simulator runs. This explains the need for dedicated mathematical methods to use as efficiently as possible these simulators and the data they produce.

The aim of the Chair OQUAIDO was to work on upstream research topics that have been identified as limiting practical applications. The members of the Chair have proposed case studies on which the partners jointly worked. The knowledge that had been gained during the DICE and ReDICE project showed that formalising practical limitations encountered by industrials often leads to forefront scientific problems.

The Chair was organised around a steering committee which decided resources allocation, the acceptance of new partners as well as future investigation topics. This committee was composed of representatives of each academical and technological partners of the Chair.

Why partners joined the OQUAIDO Chair?