A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980)

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scientific article; zbMATH DE number 7271869
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A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty
scientific article; zbMATH DE number 7271869

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    A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (English)
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    9 November 2020
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    stochastic approximation
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    stochastic gradient algorithm
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    random elliptic PDEs as constraints
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    PDE-constrained optimization under uncertainty
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    optimization in Hilbert spaces
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    discretization error
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