Probabilistic nonconvex constrained optimization with fixed number of function evaluations

DOI10.1002/NME.5632zbMATH Open1548.90336MaRDI QIDQ6557610

C. Soize, R. G. Ghanem

Publication date: 18 June 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

zbMATH Keywords

probabilistic optimizationdiffusion mapsoptimization under uncertaintyMCMC generatorprobability distribution on manifoldsnonconvex constrained optimization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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