Sequential quadrature methods for RDO

DOI10.1515/caim-2016-0017zbMath1351.65042OpenAlexW2464059216MaRDI QIDQ325581

Daniele Peri

Publication date: 18 October 2016

Published in: Communications in Applied and Industrial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/caim-2016-0017

zbMATH Keywords

quadrature schemesindustrial designrobust design optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical quadrature and cubature formulas (65D32) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Uses Software

• rhalton
• Algorithm 247

Cites Work

• Unnamed Item
• Convergence Properties of Gaussian Quadrature Formulae
• Rates of Convergence of Gauss, Lobatto, and Radau Integration Rules for Singular Integrands
• Robust Portfolio Selection Problems