Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925)
From MaRDI portal
scientific article; zbMATH DE number 7414201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters |
scientific article; zbMATH DE number 7414201 |
Statements
Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (English)
0 references
26 October 2021
0 references
chance constrained optimization
0 references
Taylor approximation
0 references
randomized algorithm
0 references
smooth approximation
0 references
penalty method
0 references
Hessian
0 references
