Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty
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Publication:5176060
DOI10.1137/140955665zbMath1312.49033OpenAlexW1973803192WikidataQ58047847 ScholiaQ58047847MaRDI QIDQ5176060
Bart G. van Bloemen Waanders, Drew P. Kouri, Denis Ridzal, Matthias Heinkenschloss
Publication date: 2 March 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140955665
uncertaintyadaptivitysparse gridstrust regionsPDE-constrained optimizationforcing sequenceobjective function gradientstochastic variables collocation
Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Stochastic programming (90C15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Discrete approximations in optimal control (49M25) Large-scale systems (93A15)
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