Randomized Sketching Algorithms for Low-Memory Dynamic Optimization

DOI10.1137/19M1272561zbMath1469.90153MaRDI QIDQ4989933

Madeleine Udell, Drew P. Kouri, Ramchandran Muthukumar

Publication date: 27 May 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

sketchingNavier-Stokes equationsadaptivityrandomized algorithmadjoint equationflow controltrust-region methodPDE-constrained optimizationmatrix approximationsingle-pass algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Control/observation systems governed by partial differential equations (93C20) Dynamic programming (90C39) Randomized algorithms (68W20)

Related Items (2)

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ Local convergence analysis of an inexact trust-region method for nonsmooth optimization

Uses Software

• revolve

Cites Work

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