Risk averse shape optimization

DOI10.1137/090754315MaRDI QIDQ3093630zbMATH OpenOpenAlexFDO

Authors Harald Held, Martin Pach, Martin Rumpf, Rüdiger Schultz, Sergio Conti

Publication date 18 October 2011

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090754315

zbMATH Keywords

level set methodrisk aversiontopological derivativetwo-stage stochastic programmingshape optimization in elasticity

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimization of shapes other than minimal surfaces (49Q10) Optimal stochastic control (93E20)

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Cited in

(26)

• Risk-averse approach for topology optimization of fail-safe structures using the level-set method
• Risk averse stochastic structural topology optimization
• Optimization problems governed by systems of PDEs with uncertainties
• Shape optimization under uncertainty from a stochastic programming point of view.
• A polynomial chaos-based approach to risk-averse piezoelectric control of random vibrations of beams
• Weak continuity of risk functionals with applications to stochastic programming
• Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
• Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
• Spectral risk measures: the risk quadrangle and optimal approximation
• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
• On shape optimization with stochastic loadings
• On the influence of robustness measures on shape optimization with stochastic uncertainties
• Risk-averse structural topology optimization under random fields using stochastic expansion methods
• Robust shape optimization of continuous structures via the level set method
• Robust optimal shape design for an elliptic PDE with uncertainty in its input data
• A phase-field model for compliance shape optimization in nonlinear elasticity
• Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
• Two-stage stochastic optimization meets two-scale simulation
• Stochastic dominance constraints in elastic shape optimization
• Wasserstein sensitivity of risk and uncertainty propagation
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
• An approximation scheme for distributionally robust PDE-constrained optimization
• A pessimistic bilevel stochastic problem for elastic shape optimization
• Risk averse elastic shape optimization with parametrized fine scale geometry
• Lipschitzian properties and stability of a class of first-order stochastic dominance constraints
• GivEn -- shape optimization for gas turbines in volatile energy networks

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