Stochastic approximation for optimization in shape spaces
From MaRDI portal
interface identificationPDE-constrained optimization under uncertaintyshape optimizationstochastic approximationstochastic gradient method
PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60) Optimization of shapes other than minimal surfaces (49Q10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Abstract: In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the method on Riemannian manifolds and then make the connection to shape spaces. The method is demonstrated on a model shape optimization problem from interface identification. Uncertainty arises in the form of a random partial differential equation, where underlying probability distributions of the random coefficients and inputs are assumed to be known. We verify some conditions for convergence for the model problem and demonstrate the method numerically.
Recommendations
- Shape Optimization Under Uncertainty—A Stochastic Programming Perspective
- Stochastic level-set method for shape optimisation
- A deterministic approximation method in shape optimization under random uncertainties
- Shape optimization for quadratic functionals and states with random right-hand sides
- Optimization methods on Riemannian manifolds and their application to shape space
Cites work
- A deterministic approximation method in shape optimization under random uncertainties
- A Riemannian view on shape optimization
- A Stochastic Approximation Method
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- Algorithmic aspects of multigrid methods for optimization in shape spaces
- An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
- An effective method for parameter estimation with PDE constraints with multiple right-hand sides
- An introduction to computational stochastic PDEs
- An overview of the Riemannian metrics on spaces of curves using the Hamiltonian approach
- Computational comparison of surface metrics for PDE constrained shape optimization
- Computational investigations of an obstacle-type shape optimization problem in the space of smooth shapes
- Efficient PDE constrained shape optimization based on Steklov-Poincaré-type metrics
- Electrical Impedance Tomography
- Functional and shape data analysis
- scientific article; zbMATH DE number 1723518 (Why is no real title available?)
- scientific article; zbMATH DE number 3848085 (Why is no real title available?)
- scientific article; zbMATH DE number 50725 (Why is no real title available?)
- scientific article; zbMATH DE number 1005357 (Why is no real title available?)
- scientific article; zbMATH DE number 1077733 (Why is no real title available?)
- scientific article; zbMATH DE number 1984437 (Why is no real title available?)
- scientific article; zbMATH DE number 1569102 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- Incorporating knowledge on the measurement noise in electrical impedance tomography
- Introduction to Riemannian Manifolds
- Kantorovich's theorem on Newton's method in Riemannian manifolds
- Linear functional analysis. An application oriented introduction
- Manifolds and differential geometry
- Minimax Lagrangian approach to the differentiability of nonlinear PDE constrained shape functions without saddle point assumption
- On geodesic exponential maps of the Virasoro group
- On optimization transfer operators in shape spaces
- On shape optimization with stochastic loadings
- Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures
- Optimization methods on Riemannian manifolds and their application to shape space
- Overview of the geometries of shape spaces and diffeomorphism groups
- Probability: a graduate course
- Projected stochastic gradients for convex constrained problems in Hilbert spaces
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches
- Riemannian geometries on spaces of plane curves
- Right-invariant Sobolev metrics of fractional order on the diffeomorphism group of the circle
- Robust shape optimization of continuous structures via the level set method
- Semimartingales: A course on stochastic processes
- Shape optimization for quadratic functionals and states with random right-hand sides
- Shape optimization of an electric motor subject to nonlinear magnetostatics
- Shape Optimization Under Uncertainty—A Stochastic Programming Perspective
- Shapes and diffeomorphisms
- Shapes and geometries. Analysis, differential calculus, and optimization
- Sobolev metrics on shape space of surfaces
- Sobolev metrics on shape space. II: Weighted Sobolev metrics and almost local metrics
- Solving a Bernoulli type free boundary problem with random diffusion
- Stochastic dominance constraints in elastic shape optimization
- Stochastic Gradient Descent on Riemannian Manifolds
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Stochastic subgradient method converges on tame functions
- Structured Inverse Modeling in Parabolic Diffusion Problems
- The second order perturbation approach for elliptic partial differential equations on random domains
- Topology optimization under uncertainty via non-intrusive polynomial chaos expansion
- Vanishing geodesic distance on spaces of submanifolds and diffeomorphisms
- Variational approach to shape derivatives
- Worst-case shape optimization for the Dirichlet energy
Cited in
(15)- Stochastic level-set method for shape optimisation
- Extension to infinite dimensions of a stochastic second-order model associated with shape splines
- A pessimistic bilevel stochastic problem for elastic shape optimization
- Nonlinear conjugate gradient methods for PDE constrained shape optimization based on Steklov-Poincaré-type metrics
- An approximation scheme for distributionally robust PDE-constrained optimization
- Optimality conditions for convex stochastic optimization problems in Banach spaces with almost sure state constraints
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
- A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities
- PDE-constrained shape optimization: toward product shape spaces and stochastic models
- Stochastic augmented Lagrangian method in Riemannian shape manifolds
- Towards optimization techniques on diffeological spaces by generalizing Riemannian concepts
- Efficient multimodes Monte Carlo method for structural topology optimization with random uncertainties
- Two-norm discrepancy and convergence of the stochastic gradient method with application to shape optimization
- Fracture propagation by using shape optimization techniques based on outer Riemannian metrics
This page was built for publication: Stochastic approximation for optimization in shape spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5147032)
