Pages that link to "Item:Q2855647"
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The following pages link to A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty (Q2855647):
Displayed 50 items.
- Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations (Q271562) (← links)
- A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) (← links)
- Efficient numerical methods for elliptic optimal control problems with random coefficient (Q779918) (← links)
- Optimizing the fractional power in a model with stochastic PDE constraints (Q1632058) (← links)
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
- Stochastic reduced order models for inverse problems under uncertainty (Q1798577) (← links)
- Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations (Q1986266) (← links)
- An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk (Q1986786) (← links)
- A globally convergent method to accelerate topology optimization using on-the-fly model reduction (Q2022073) (← links)
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces (Q2028468) (← links)
- A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615) (← links)
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) (← links)
- Optimal design of acoustic metamaterial cloaks under uncertainty (Q2128381) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models (Q2137330) (← links)
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
- Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach (Q2310861) (← links)
- Risk averse stochastic structural topology optimization (Q2310924) (← links)
- Comparison of approaches for random PDE optimization problems based on different matching functionals (Q2402238) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients (Q2692801) (← links)
- Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
- A globally convergent method to accelerate large-scale optimization using on-the-fly model hyperreduction: application to shape optimization (Q2699379) (← links)
- Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs (Q2806184) (← links)
- Two-Stage Stochastic Optimization Meets Two-Scale Simulation (Q2945486) (← links)
- Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
- A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
- Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case (Q4625000) (← links)
- Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356) (← links)
- Reduced Basis Methods for Uncertainty Quantification (Q4636408) (← links)
- Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties (Q4965182) (← links)
- Randomized Sketching Algorithms for Low-Memory Dynamic Optimization (Q4989933) (← links)
- Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation (Q4999517) (← links)
- MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs (Q5003217) (← links)
- A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation (Q5010085) (← links)
- Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints (Q5031238) (← links)
- Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
- Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
- (Q5074960) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
- A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
- Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
- A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (Q5162128) (← links)
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method (Q5228353) (← links)
- An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids (Q5237179) (← links)
