The following pages link to Drew P. Kouri (Q1739049):
Displaying 31 items.
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- (Q1986785) (redirect page) (← links)
- An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk (Q1986786) (← links)
- Spectral, tensor and domain decomposition methods for fractional PDEs (Q2093177) (← links)
- A matrix-free trust-region Newton algorithm for convex-constrained optimization (Q2119752) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- Higher-moment buffered probability (Q2329645) (← links)
- Optimization of PDEs with uncertain inputs (Q2419399) (← links)
- Inexact trust-region methods for PDE-constrained optimization (Q2419400) (← links)
- A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty (Q2855647) (← links)
- A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients (Q2938434) (← 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)
- Randomized Sketching Algorithms for Low-Memory Dynamic Optimization (Q4989933) (← links)
- KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation (Q4997365) (← links)
- Corrigendum: “Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization” (Q5052905) (← links)
- Risk-Adapted Optimal Experimental Design (Q5097842) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
- KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation (Q5161742) (← links)
- Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty (Q5176060) (← links)
- An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids (Q5237179) (← links)
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
- Risk-Averse Control of Fractional Diffusion with Uncertain Exponent (Q5858107) (← links)
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
- ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints (Q5883322) (← links)
- A greedy Galerkin method to efficiently select sensors for linear dynamical systems (Q6084888) (← links)
- The strip method for shape derivatives (Q6092192) (← links)
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
- A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations (Q6165597) (← links)
- Local convergence analysis of an inexact trust-region method for nonsmooth optimization (Q6204197) (← links)
