Randomized sketching algorithms for low-memory dynamic optimization
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Cites work
- A fast randomized algorithm for the approximation of matrices
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- Active control and drag optimization for flow past a circular cylinder. I: Oscillatory cylinder rotation
- Adjoint-based Monte Carlo calibration of financial methods
- Algorithm 799: revolve
- An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids
- An Introduction to Fluid Dynamics
- Analysis of inexact trust-region SQP algorithms
- Approximation of Large-Scale Dynamical Systems
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Full-wavefield inversion: an extreme-scale PDE-constrained optimization problem
- scientific article; zbMATH DE number 2143187 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Inexact trust-region methods for PDE-constrained optimization
- Lossy compression in optimal control of cardiac defibrillation
- Low-rank Tucker approximation of a tensor from streaming data
- Minimal Repetition Dynamic Checkpointing Algorithm for Unsteady Adjoint Calculation
- Model order reduction for PDE constrained optimization
- New algorithms for optimal online checkpointing
- Numerical linear algebra in the streaming model
- Optical tomography: forward and inverse problems
- Optimal multistage algorithm for adjoint computation
- Optimal principal component analysis in distributed and streaming models
- Optimization with PDE Constraints
- Practical sketching algorithms for low-rank matrix approximation
- Randomized Algorithms for Matrices and Data
- Reduced basis method and a posteriori error estimation for parametrized linear-quadratic optimal control problems
- Reduced order systems.
- Reducing memory requirements in scientific computing and optimal control
- Sketching as a tool for numerical linear algebra
- Streaming low-rank matrix approximation with an application to scientific simulation
- Suboptimal control of turbulent channel flow for drag reduction
- Towards efficient backward-in-time adjoint computations using data compression techniques
- Trust Region Methods
Cited in
(7)- Structured random sketching for PDE inverse problems
- Dynamic Sketching for Graph Optimization Problems with Applications to Cut-Preserving Sketches
- On randomized sketching algorithms and the Tracy-Widom law
- 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
- Local convergence analysis for nonisolated solutions to derivative-free methods of optimization
- A randomized sketching trust-region secant method for low-memory dynamic optimization
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