Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925): Difference between revisions

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scientific article; zbMATH DE number 7414201

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English	Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters	scientific article; zbMATH DE number 7414201

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scholarly article

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title

Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

26 October 2021

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full work available at URL

https://arxiv.org/abs/2011.09985

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zbMATH Keywords

chance constrained optimization

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Taylor approximation

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randomized algorithm

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smooth approximation

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penalty method

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Hessian

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describes a project that uses

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MaRDI publication profile

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Identifiers

zbMATH Open document ID

1473.65072

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DOI

10.1137/20M1381381

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5158925

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