Asymptotic Properties of Monte Carlo Methods in Elliptic PDE-Constrained Optimization under Uncertainty.
Werner RömischThomas M. SurowiecPublished in: CoRR (2021)
Keyphrases
- constrained optimization
- monte carlo methods
- asymptotic properties
- partial differential equations
- monte carlo
- constrained optimization problems
- fixed point
- constraint handling
- unconstrained optimization
- bayesian networks
- objective function
- penalty function
- level set
- image denoising
- simulated annealing
- lagrange multipliers
- anisotropic diffusion
- iterative methods
- monte carlo method
- conditional probabilities
- penalty functions
- genetic algorithm