A multigrid solver for PDE-constrained optimization with uncertain inputs
From MaRDI portal
(Redirected from Publication:6608119)
A multigrid solver for PDE-constrained optimization with uncertain inputs (scientific article; zbMATH DE number 7915987)
A multigrid solver for PDE-constrained optimization with uncertain inputs (scientific article; zbMATH DE number 7915987)
PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) PDE constrained optimization (numerical aspects) (49M41) Iterative numerical methods for linear systems (65F10) Numerical optimization and variational techniques (65K10) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)
Recommendations
- A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
- Patch smoothers for saddle point problems with applications to PDE-constrained optimization problems
- On Schwarz-type smoothers for saddle point problems with applications to PDE-constrained optimization problems
- MG/OPT and multilevel Monte Carlo for robust optimization of PDEs
- Convergence analysis of multigrid methods with collective point smoothers for optimal control problems
Cites work
- A combination technique for optimal control problems constrained by random PDEs
- A multigrid scheme for elliptic constrained optimal control problems
- A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
- A new approximation of the Schur complement in preconditioners for PDE-constrained optimization.
- A primal-dual algorithm for risk minimization
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
- A review on sparse solutions in optimal control of partial differential equations
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- An Analysis of Approximate Nonlinear Elimination
- An introduction to computational stochastic PDEs
- Convergence analysis of multigrid methods with collective point smoothers for optimal control problems
- Elliptic optimal control problems with L^1-control cost and applications for the placement of control devices
- Existence and optimality conditions for risk-averse PDE-constrained optimization
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 1376935 (Why is no real title available?)
- scientific article; zbMATH DE number 5937962 (Why is no real title available?)
- scientific article; zbMATH DE number 3322278 (Why is no real title available?)
- Inexact Newton methods for solving nonsmooth equations
- Inexact trust-region methods for PDE-constrained optimization
- Iterative Methods and Preconditioners for Systems of Linear Equations
- Lectures on stochastic programming. Modeling and theory.
- Measure theory
- Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
- Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
- Multigrid Methods for PDE Optimization
- Nonlinear preconditioning techniques for full-space Lagrange-Newton solution of PDE-constrained optimization problems
- Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures
- Optimal control with stochastic PDE constraints and uncertain controls
- Optimal solvers for PDE-constrained optimization
- Optimization of PDEs with uncertain inputs
- Optimization with PDE Constraints
- Preconditioners for robust optimal control problems under uncertainty
- Risk averse stochastic structural topology optimization
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
- Sparse solutions in optimal control of PDEs with uncertain parameters: the linear case
- Spectral coarse spaces for the substructured parallel Schwarz method
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- Substructured two-grid and multi-grid domain decomposition methods
- Tridiagonal Toeplitz matrices: properties and novel applications
- TTRISK: Tensor train decomposition algorithm for risk averse optimization
Cited in
(3)
This page was built for publication: A multigrid solver for PDE-constrained optimization with uncertain inputs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6608119)
