Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313)

scientific article; zbMATH DE number 7817041

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English	Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization	scientific article; zbMATH DE number 7817041

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instance of

scholarly article

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title

Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (English)

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SIAM Journal on Optimization

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publication date

13 March 2024

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full work available at URL

https://arxiv.org/abs/2207.14755

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zbMATH Keywords

stochastic optimization

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PDE-constrained optimization under uncertainty

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sample average approximation

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Monte Carlo sampling

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sample complexity

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uncertainty quantification

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Convex analysis and monotone operator theory in Hilbert spaces

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Q3861944

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Q4503250

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Computational Optimization of Systems Governed by Partial Differential Equations

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Q4907706

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Q4947463

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Optimality Conditions and Error Analysis of Semilinear Elliptic Control Problems with $L^1$ Cost Functional

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Scenario generation for stochastic optimization problems via the sparse grid method

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Q3223360

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On the mathematical foundations of learning

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Well-posed optimization problems

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Q5690839

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A mathematical introduction to compressive sensing

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

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Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs

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Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces

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Q3093929

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Non-asymptotic confidence bounds for the optimal value of a stochastic program

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A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty

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Integrals, conditional expectations, and martingales of multivalued functions

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Q3244654

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A mesh-independence result for semismooth Newton methods.

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Optimization with PDE Constraints

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On quantitative stability in infinite-dimensional optimization under uncertainty

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Q5613647

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Analysis in Banach Spaces

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Constructing Sobol Sequences with Better Two-Dimensional Projections

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Q4196247

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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

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Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty

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Optimization of PDEs with uncertain inputs

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

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Risk-averse optimal control of semilinear elliptic PDEs

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Q4146094

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Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation

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First-order and stochastic optimization methods for machine learning

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Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters

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A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization

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Identifiers

arXiv ID

2207.14755

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6195313