Smoothed Moreau-Yosida tensor-train approximation of state-constrained optimization problems under uncertainty.

DOI10.1002/NLA.70028MaRDI QIDQ6893947zbMATH OpenFDO

Authors Harbir Antil, Sergey Dolgov, Akwum Onwunta

Publication date 25 November 2025

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/NLA.70028

zbMATH Keywords

almost surely constraintsMoreau-Yosida penaltyreduced spacestate constraintstensor approximationsvariational inequality

Mathematics Subject Classification ID

Factorization of matrices (15A23) Multilinear algebra, tensor calculus (15A69) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) Algorithms for approximation of functions (65D15) Stochastic programming (90C15) Optimal stochastic control (93E20)

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