A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty.
Caroline GeiersbachWinnifried WollnerPublished in: SIAM J. Sci. Comput. (2020)
Keyphrases
- gradient method
- constrained optimization
- unconstrained optimization
- mesh refinement
- convergence rate
- constraint handling
- optimization methods
- partial differential equations
- step size
- constrained optimization problems
- objective function
- penalty function
- negative matrix factorization
- augmented lagrangian
- anisotropic diffusion
- penalty functions
- computer vision
- multiscale
- lagrange multipliers
- convergence speed
- image reconstruction
- level set
- signal processing
- image processing