Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty

DOI10.1016/j.physd.2024.134216zbMath1545.65426MaRDI QIDQ6584170

Xiaoming He, Liuhong Chen, Ju Ming, Meixin Xiong

Publication date: 6 August 2024

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

PDE-constrained optimizationsampling methodscentroidal Voronoi tessellationoptimization with uncertaintymini-batch stochastic gradient descent

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Numerical optimization and variational techniques (65K10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Tilings in (2) dimensions (aspects of discrete geometry) (52C20) Tilings in (n) dimensions (aspects of discrete geometry) (52C22) PDE constrained optimization (numerical aspects) (49M41)

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