Risk-averse Optimization in Random Materials: Algorithmic Advances and HPC Acceleration

DOI10.48550/arXiv.2608.25967MaRDI QIDQ7284966arXivFDO

Authors Niklas Baumgarten, Marcel Koch, David Schneiderhan, Tim Schrader, Robin Weiß

Publication date 26 August 2026

Published in arXiv

Tldr We develop a novel algorithmic approach for risk-averse optimization using entropic risk measure and apply it to random materials. We also accelerate the solution with HPC techniques utilizing GPU, CPU, and FPGAs.

Full work available at URL https://doi.org/10.48550/arXiv.2608.25967

arXiv classification

math.NA

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