A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty
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Publication:5131980
DOI10.1137/19M1263297zbMath1452.62599arXiv1905.08650MaRDI QIDQ5131980
Caroline Geiersbach, Winnifried Wollner
Publication date: 9 November 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.08650
stochastic approximationdiscretization errorstochastic gradient algorithmoptimization in Hilbert spacesPDE-constrained optimization under uncertaintyrandom elliptic PDEs as constraints
Stochastic approximation (62L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Discrete approximations in optimal control (49M25) PDEs in connection with control and optimization (35Q93)
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