Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty.
Drew P. KouriMatthias HeinkenschlossDenis RidzalBart G. van Bloemen WaandersPublished in: SIAM J. Sci. Comput. (2014)
Keyphrases
- constrained optimization
- objective function
- unconstrained optimization
- trust region
- penalty function
- global optimum
- optimal solution
- np hard
- dynamic programming
- cost function
- column generation
- linear programming
- optimization algorithm
- levenberg marquardt
- primal dual
- line search
- k means
- search space
- neural network
- convergence rate
- log likelihood
- lower bound
- expectation maximization
- particle swarm optimization
- artificial neural networks