Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs
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Publication:2954481
DOI10.1137/16M1057607zbMath1381.49027MaRDI QIDQ2954481
Michael Ulbrich, Sebastian Garreis
Publication date: 13 January 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
nonlinear optimizationparametric variational inequalitiesinterior point methodsuncertainty quantificationsemismooth Newton methodslow-rank tensorsoptimal control under uncertaintyPDEs with uncertainties
Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Stochastic programming (90C15) Multilinear algebra, tensor calculus (15A69) Numerical methods for variational inequalities and related problems (65K15)
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Uses Software
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