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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instance of

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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zbMATH Open document ID

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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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Mathematics Subject Classification ID

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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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arXiv ID

2011.09985

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cites work

A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

0 references

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems

0 references

Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations

0 references

Tensor Train Construction From Tensor Actions, With Application to Compression of Large High Order Derivative Tensors

0 references

Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

0 references

A certified model reduction approach for robust parameter optimization with PDE constraints

0 references

Hessian-based model reduction for large-scale systems with initial-condition inputs

0 references

Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs

0 references

Q3151174

0 references

Multigrid and sparse-grid schemes for elliptic control problems with random coefficients

0 references

On the treatment of distributed uncertainties in PDE-constrained optimization

0 references

Analysis of the Hessian for inverse scattering problems: I. Inverse shape scattering of acoustic waves

0 references

Analysis of the Hessian for inverse scattering problems: II. Inverse medium scattering of acoustic waves

0 references

Analysis of the Hessian for inverse scattering problems. III: Inverse medium scattering of electromagnetic waves in three dimensions.

0 references

A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

0 references

Smoothing methods for convex inequalities and linear complementarity problems

0 references

Sparse quadrature for high-dimensional integration with Gaussian measure

0 references

HESSIAN-BASED SAMPLING FOR HIGH-DIMENSIONAL MODEL REDUCTION

0 references

Optimal design of acoustic metamaterial cloaks under uncertainty

0 references

Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint

0 references

Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations

0 references

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

0 references

Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems

0 references

Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

0 references

Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities

0 references

Shape Optimization Under Uncertainty—A Stochastic Programming Perspective

0 references

Risk Averse Shape Optimization

0 references

Stochastic Dominance Constraints in Elastic Shape Optimization

0 references

A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem

0 references

Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations

0 references

Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization

0 references

Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations

0 references

An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures

0 references

Stochastic Approximation for Optimization in Shape Spaces

0 references

Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces

0 references

A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty

0 references

Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation

0 references

Perspectives in Flow Control and Optimization

0 references

Error Estimates of Stochastic Optimal Neumann Boundary Control Problems

0 references

Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint

0 references

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

0 references

Optimization with PDE Constraints

0 references

Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs

0 references

Scalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the antarctic ice sheet

0 references

An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty

0 references

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

0 references

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

0 references

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

0 references

Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs

0 references

Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems

0 references

Model Order Reduction Techniques with a Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations

0 references

Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case

0 references

An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

Q5601627

0 references

Automated solution of differential equations by the finite element method. The FEniCS book

0 references

Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations

0 references

A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

0 references

Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”

0 references

Multifidelity approaches for optimization under uncertainty

0 references

Q5491447

0 references

Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models

0 references

Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

0 references

A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities

0 references

Optimal control with stochastic PDE constraints and uncertain controls

0 references

Set-convergence and its application: a tutorial

0 references

Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion

0 references

Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

0 references

Lectures on Stochastic Programming

0 references

Inverse problems: A Bayesian perspective

0 references

Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints

0 references

Q3558349

0 references

Probabilistic constrained optimization. Methodology and applications

0 references

Generalized gradients for probabilistic/robust (probust) constraints

0 references

Eventual convexity of probability constraints with elliptical distributions

0 references

Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints

0 references

Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method

0 references

hIPPYlib

0 references

Algorithms and analyses for stochastic optimization for turbofan noise reduction using parallel reduced-order modeling

0 references

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

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5158925

@@ Property / cites work @@
+A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification
+Normal rank
@@ Property / cites work @@
+A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
+Normal rank
@@ Property / cites work @@
+Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations
+Normal rank
@@ Property / cites work @@
+Tensor Train Construction From Tensor Actions, With Application to Compression of Large High Order Derivative Tensors
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
+Normal rank
@@ Property / cites work @@
+A certified model reduction approach for robust parameter optimization with PDE constraints
+Normal rank
@@ Property / cites work @@
+Hessian-based model reduction for large-scale systems with initial-condition inputs
+Normal rank
@@ Property / cites work @@
+Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs
+Normal rank
@@ Property / cites work @@
+Q3151174
@@ Property / cites work: Q3151174 / rank @@
+Normal rank
@@ Property / cites work @@
+Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
+Normal rank
@@ Property / cites work @@
+On the treatment of distributed uncertainties in PDE-constrained optimization
+Normal rank
@@ Property / cites work @@
+Analysis of the Hessian for inverse scattering problems: I. Inverse shape scattering of acoustic waves
+Normal rank
@@ Property / cites work @@
+Analysis of the Hessian for inverse scattering problems: II. Inverse medium scattering of acoustic waves
+Normal rank
@@ Property / cites work @@
+Analysis of the Hessian for inverse scattering problems. III: Inverse medium scattering of electromagnetic waves in three dimensions.
+Normal rank
@@ Property / cites work @@
+A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors
+Normal rank
@@ Property / cites work @@
+A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
+Normal rank
@@ Property / cites work @@
+Smoothing methods for convex inequalities and linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Sparse quadrature for high-dimensional integration with Gaussian measure
+Normal rank
@@ Property / cites work @@
+HESSIAN-BASED SAMPLING FOR HIGH-DIMENSIONAL MODEL REDUCTION
+Normal rank
@@ Property / cites work @@
+Optimal design of acoustic metamaterial cloaks under uncertainty
+Normal rank
@@ Property / cites work @@
+Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations
+Normal rank
@@ Property / cites work @@
+Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
+Normal rank
@@ Property / cites work @@
+Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
+Normal rank
@@ Property / cites work @@
+Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
+Normal rank
@@ Property / cites work @@
+Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities
+Normal rank
@@ Property / cites work @@
+Shape Optimization Under Uncertainty—A Stochastic Programming Perspective
+Normal rank
@@ Property / cites work @@
+Risk Averse Shape Optimization
@@ Property / cites work: Risk Averse Shape Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance Constraints in Elastic Shape Optimization
+Normal rank
@@ Property / cites work @@
+A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem
+Normal rank
@@ Property / cites work @@
+Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations
+Normal rank
@@ Property / cites work @@
+Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
+Normal rank
@@ Property / cites work @@
+Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations
+Normal rank
@@ Property / cites work @@
+An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation for Optimization in Shape Spaces
+Normal rank
@@ Property / cites work @@
+Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
+Normal rank
@@ Property / cites work @@
+Perspectives in Flow Control and Optimization
@@ Property / cites work: Perspectives in Flow Control and Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Error Estimates of Stochastic Optimal Neumann Boundary Control Problems
+Normal rank
@@ Property / cites work @@
+Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
+Normal rank
@@ Property / cites work @@
+Finding structure with randomness: Probabilistic algorithms for   constructing approximate matrix decompositions
+Normal rank
@@ Property / cites work @@
+Optimization with PDE Constraints
@@ Property / cites work: Optimization with PDE Constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
+Normal rank
@@ Property / cites work @@
+Scalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the antarctic ice sheet
+Normal rank
@@ Property / cites work @@
+An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
+Normal rank
@@ Property / cites work @@
+A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
+Normal rank
@@ Property / cites work @@
+Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk
+Normal rank
@@ Property / cites work @@
+Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems
+Normal rank
@@ Property / cites work @@
+Model Order Reduction Techniques with a Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case
+Normal rank
@@ Property / cites work @@
+An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
+Normal rank
@@ Property / cites work @@
+An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
+Normal rank
@@ Property / cites work @@
+Q5601627
@@ Property / cites work: Q5601627 / rank @@
+Normal rank
@@ Property / cites work @@
+Automated solution of differential equations by the finite element method. The FEniCS book
+Normal rank
@@ Property / cites work @@
+Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations
+Normal rank
@@ Property / cites work @@
+A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
+Normal rank
@@ Property / cites work @@
+Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”
+Normal rank
@@ Property / cites work @@
+Multifidelity approaches for optimization under uncertainty
+Normal rank
@@ Property / cites work @@
+Q5491447
@@ Property / cites work: Q5491447 / rank @@
+Normal rank
@@ Property / cites work @@
+Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
+Normal rank
@@ Property / cites work @@
+Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation
+Normal rank
@@ Property / cites work @@
+A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems
+Normal rank
@@ Property / cites work @@
+A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
+Normal rank
@@ Property / cites work @@
+Optimal control with stochastic PDE constraints and uncertain controls
+Normal rank
@@ Property / cites work @@
+Set-convergence and its application: a tutorial
@@ Property / cites work: Set-convergence and its application: a tutorial / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion
+Normal rank
@@ Property / cites work @@
+Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
+Normal rank
@@ Property / cites work @@
+Q3558349
@@ Property / cites work: Q3558349 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic constrained optimization. Methodology and applications
+Normal rank
@@ Property / cites work @@
+Generalized gradients for probabilistic/robust (probust) constraints
+Normal rank
@@ Property / cites work @@
+Eventual convexity of probability constraints with elliptical distributions
+Normal rank
@@ Property / cites work @@
+Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints
+Normal rank
@@ Property / cites work @@
+Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
+Normal rank
@@ Property / cites work @@
+hIPPYlib
@@ Property / cites work: hIPPYlib / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithms and analyses for stochastic optimization for turbofan noise reduction using parallel reduced-order modeling
+Normal rank
@@ Property / cites work @@
+An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids
+Normal rank
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