An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems
DOI10.1016/j.cam.2024.116199MaRDI QIDQ6593352
Jinda Yang, Haiming Song, Hao Wang, Jiageng Wu
Publication date: 26 August 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
finite element methodPDE constrained optimizationstochastic gradient methodoptimal control under uncertainty
Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60)
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