A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
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Publication:2855647
DOI10.1137/120892362zbMath1275.49047OpenAlexW2022176369WikidataQ58047855 ScholiaQ58047855MaRDI QIDQ2855647
Drew P. Kouri, Bart G. van Bloemen Waanders, Denis Ridzal, Matthias Heinkenschloss
Publication date: 28 October 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1911/88307
Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Stochastic programming (90C15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Discrete approximations in optimal control (49M25)
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