A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems.
Drew P. KouriPublished in: SIAM J. Numer. Anal. (2017)
Keyphrases
- constrained optimization problems
- constrained optimization
- differential evolution
- optimization problems
- constraint handling
- evolutionary algorithm
- penalty function
- augmented lagrangian
- fitness function
- global convergence
- robust optimization
- multiscale
- similarity measure
- approximation algorithms
- branch and bound
- numerical scheme
- objective function