Recent advances in trust region algorithms
Y Yuan - Mathematical Programming, 2015 - Springer
Trust region methods are a class of numerical methods for optimization. Unlike line search
type methods where a line search is carried out in each iteration, trust region methods …
type methods where a line search is carried out in each iteration, trust region methods …
Trust-region methods on Riemannian manifolds
A general scheme for trust-region methods on Riemannian manifolds is proposed and
analyzed. Among the various approaches available to (approximately) solve the trust-region …
analyzed. Among the various approaches available to (approximately) solve the trust-region …
[图书][B] Computational optimization of systems governed by partial differential equations
This book provides an introduction to some modern computational techniques for
optimization problems governed by partial differential equations (PDEs). The optimization …
optimization problems governed by partial differential equations (PDEs). The optimization …
[图书][B] Optimale Steuerung partieller Differentialgleichungen
F Tröltzsch - 2005 - Springer
Die mathematische Optimierung von Vorgängen, die durch partielle Differentialgleichungen
modelliert werden, hat in den letzten Jahren einen beachtlichen Aufschwung genommen …
modelliert werden, hat in den letzten Jahren einen beachtlichen Aufschwung genommen …
Adaptive h‐refinement for reduced‐order models
K Carlberg - International Journal for Numerical Methods in …, 2015 - Wiley Online Library
This work presents a method to adaptively refine reduced‐order models a posteriori without
requiring additional full‐order‐model solves. The technique is analogous to mesh‐adaptive …
requiring additional full‐order‐model solves. The technique is analogous to mesh‐adaptive …
Preconditioned all-at-once methods for large, sparse parameter estimation problems
The problem of recovering a parameter function based on measurements of solutions of a
system of partial differential equations in several space variables leads to a number of …
system of partial differential equations in several space variables leads to a number of …
A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
The numerical solution of optimization problems governed by partial differential equations
(PDEs) with random coefficients is computationally challenging because of the large number …
(PDEs) with random coefficients is computationally challenging because of the large number …
Parallel Lagrange--Newton--Krylov--Schur methods for PDE-constrained optimization. Part II: The Lagrange--Newton solver and its application to optimal control of …
In part I of this article, we proposed a Lagrange--Newton--Krylov--Schur (LNKS) method for
the solution of optimization problems that are constrained by partial differential equations …
the solution of optimization problems that are constrained by partial differential equations …
Inexact sequential quadratic optimization for minimizing a stochastic objective function subject to deterministic nonlinear equality constraints
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic
optimization problems in which the decision variables are constrained to satisfy equations …
optimization problems in which the decision variables are constrained to satisfy equations …