Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces (Q5231699)

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scientific article; zbMATH DE number 7098600
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Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces
scientific article; zbMATH DE number 7098600

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    Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces (English)
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    27 August 2019
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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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