A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems

DOI10.1137/21M1411342zbMath1505.49025OpenAlexW4301143310MaRDI QIDQ5880617

Wilkins Aquino, Zilong Zou, Drew P. Kouri

Publication date: 3 March 2023

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1411342

zbMATH Keywords

adaptivitytrust regionsPDE-constrained optimizationreduced-order modelingconditional value-at-riskoptimized certainty equivalentsreduced basisrisk-averse optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Discrete approximations in optimal control (49M25) PDE constrained optimization (numerical aspects) (49M41)

Related Items (3)

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ Local convergence analysis of an inexact trust-region method for nonsmooth optimization ⋮ An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids

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