A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent

DOI10.4208/CICP.OA-2018-0295OpenAlexW3006016756MaRDI QIDQ5162128

Qi Sun, Qiang Du

Publication date: 1 November 2021

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/cicp.oa-2018-0295

zbMATH Keywords

stochastic gradient descenthigh-dimensional random inputsMonte Carlo finite elementPDE-constrained elliptic control

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical analysis (65-XX) Monte Carlo methods applied to problems in optics and electromagnetic theory (78M31)

Related Items (1)

Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty

Uses Software

• AdaGrad
• Adam
• ADADELTA

Cites Work

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