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Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty - MaRDI portal

Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty (Q5176060)

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scientific article; zbMATH DE number 6409877
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Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty
scientific article; zbMATH DE number 6409877

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    Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty (English)
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    2 March 2015
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    PDE-constrained optimization
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    uncertainty
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    stochastic variables collocation
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    trust regions
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    sparse grids
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    adaptivity
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    objective function gradient
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    forcing sequence
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