An approximation scheme for distributionally robust PDE-constrained optimization
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Publication:5081087
DOI10.1137/20M134664XzbMATH Open1493.90120OpenAlexW4281552282WikidataQ114074189 ScholiaQ114074189MaRDI QIDQ5081087FDOQ5081087
Authors: Johannes Milz, Michael Ulbrich 
Publication date: 1 June 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m134664x
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distributionally robust optimizationsmoothing methodssmoothing functionstrust-region problemPDE-constrained optimization under uncertainty
Numerical mathematical programming methods (65K05) Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26) Robustness in mathematical programming (90C17)
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Cited In (7)
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- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- A measure approximation for distributionally robust PDE-constrained optimization problems
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- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
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