Pages that link to "Item:Q2855647"

The following pages link to A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty (Q2855647):

Displaying 40 items.

• Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations (Q271562) (← links)
• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) (← links)
• Efficient numerical methods for elliptic optimal control problems with random coefficient (Q779918) (← links)
• Optimizing the fractional power in a model with stochastic PDE constraints (Q1632058) (← links)
• Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
• An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
• Stochastic reduced order models for inverse problems under uncertainty (Q1798577) (← links)
• Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations (Q1986266) (← links)
• An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk (Q1986786) (← links)
• A globally convergent method to accelerate topology optimization using on-the-fly model reduction (Q2022073) (← links)
• Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces (Q2028468) (← links)
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615) (← links)
• A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) (← links)
• Optimal design of acoustic metamaterial cloaks under uncertainty (Q2128381) (← links)
• A primal-dual algorithm for risk minimization (Q2133418) (← links)
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models (Q2137330) (← links)
• Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
• Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach (Q2310861) (← links)
• Risk averse stochastic structural topology optimization (Q2310924) (← links)
• Comparison of approaches for random PDE optimization problems based on different matching functionals (Q2402238) (← links)
• Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
• Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients (Q2692801) (← links)
• Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
• A globally convergent method to accelerate large-scale optimization using on-the-fly model hyperreduction: application to shape optimization (Q2699379) (← links)
• Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs (Q2806184) (← links)
• Two-Stage Stochastic Optimization Meets Two-Scale Simulation (Q2945486) (← links)
• Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
• Semiglobal optimal feedback stabilization of autonomous systems via deep neural network approximation (Q4999517) (← links)
• Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
• Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
• Epi-Regularization of Risk Measures (Q5119856) (← links)
• Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
• A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (Q5162128) (← links)
• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
• Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint (Q6090380) (← links)
• A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
• Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
• A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations (Q6165597) (← links)
• Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
• Local convergence analysis of an inexact trust-region method for nonsmooth optimization (Q6204197) (← links)