A distributed optimal control problem with averaged stochastic gradient descent
From MaRDI portal
Publication:5162128
Recommendations
- Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
- An efficient gradient projection method for stochastic optimal control problems
- A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
Cites work
- A brief introduction to PDE-constrained optimization
- A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
- A non-adapted sparse approximation of PDEs with stochastic inputs
- A POD framework to determine robust controls in PDE optimization
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- A variational discretization concept in control constrained optimization: The linear-quadratic case
- Acceleration of Stochastic Approximation by Averaging
- Adaptive subgradient methods for online learning and stochastic optimization
- Algorithms for PDE-constrained optimization
- An efficient Monte Carlo method for optimal control problems with uncertainty
- Block-diagonal preconditioning for optimal control problems constrained by PDEs with uncertain inputs
- Centroidal Voronoi Tessellations: Applications and Algorithms
- Constrained optimization with low-rank tensors and applications to parametric problems with PDEs
- Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Finite elements for elliptic problems with stochastic coefficients
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 1181255 (Why is no real title available?)
- scientific article; zbMATH DE number 3322278 (Why is no real title available?)
- Inexact objective function evaluations in a trust-region algorithm for PDE-constrained optimization under uncertainty
- Large-scale machine learning with stochastic gradient descent
- Large-Scale PDE-Constrained Optimization: An Introduction
- Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
- Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
- Numerical Optimization
- On the treatment of distributed uncertainties in PDE-constrained optimization
- Optimal control of stochastic flow over a backward-facing step using reduced-order modeling
- Optimization methods for large-scale machine learning
- Recent developments in high order numerical methods for uncertainty quantification
- Reduced basis methods for nonlocal diffusion problems with random input data
- Stochastic collocation for optimal control problems with stochastic PDE constraints
- Stochastic finite element methods for partial differential equations with random input data
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- Superconvergence Properties of Optimal Control Problems
Cited in
(3)- Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint
- Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters
- Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty
This page was built for publication: A distributed optimal control problem with averaged stochastic gradient descent
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5162128)
