A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty
نویسندگان
چکیده
منابع مشابه
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Algorithms for PDE-Constrained Optimization
In this paper we review a number of algorithmic approaches for solving optimization problems with PDE constraints. Most of these methods were originally developed for finite dimensional problems. When applied to optimization problems with PDE constraints, new aspects become important. For instance, (discretized) PDE-constrained problems are inherently large-scale. Some aspects, like mesh indepe...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2020
ISSN: 1064-8275,1095-7197
DOI: 10.1137/19m1263297