Adaptive trust-region POD methods in PIDE-constrained optimization

DOI10.1007/978-3-319-05083-6_20MaRDI QIDQ2942357zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs, Marina Schneider, Matthias Schu

Publication date 11 September 2015

Published in International Series of Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-05083-6_20

zbMATH Keywords

partial integro-differential equationproper orthogonal decompositiontrust region method

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) Decomposition methods (49M27) Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10) Applications of mathematical programming (90C90)

Recommendations

• Reduced order models in PIDE constrained optimization
• A priori error estimates for reduced order models in finance
• A reduced basis for option pricing
• Efficient solution of a partial integro-differential equation in finance
• Adaptive multilevel trust-region methods for time-dependent PDE-constrained optimization

Cites work

• A continuum approach to modelling cell-cell adhesion
• A priori error estimates for reduced order models in finance
• A reduced basis for option pricing
• A survey of model reduction methods for large-scale systems.
• An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator
• Approximation of Large-Scale Dynamical Systems
• Calibration of options on a reduced basis
• Dupire-like identities for complex options
• Efficient solution of a partial integro-differential equation in finance
• Financial Modelling with Jump Processes
• Galerkin proper orthogonal decomposition methods for parabolic problems
• Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
• Gradient computation for model calibration with pointwise observations
• scientific article; zbMATH DE number 42084 (Why is no real title available?)
• scientific article; zbMATH DE number 5489257 (Why is no real title available?)
• On the approximation and efficient evaluation of integral terms in PDE models of cell adhesion
• On the Global Convergence of Trust Region Algorithms Using Inexact Gradient Information
• Reduced order models in PIDE constrained optimization
• Reduced-order models for the implied variance under local volatility
• Reformulation of elasticity theory for discontinuities and long-range forces
• Trust-region methods for flow control based on reduced order modelling.

Cited in

(3)

• A globally convergent method to accelerate topology optimization using on-the-fly model reduction
• Adaptive multilevel trust-region methods for time-dependent PDE-constrained optimization
• Reduced order models in PIDE constrained optimization

This page was built for publication: Adaptive trust-region POD methods in PIDE-constrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2942357)