A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints.
Drew P. KouriMathias StaudiglThomas M. SurowiecPublished in: Comput. Optim. Appl. (2023)
Keyphrases
- constrained optimization
- pointwise
- objective function
- constrained optimization problems
- weighted sum
- inequality constraints
- penalty function
- constraint handling
- penalty functions
- unconstrained optimization
- augmented lagrangian
- lagrange multipliers
- partial differential equations
- conditional probabilities
- bayesian networks
- anisotropic diffusion
- confidence intervals
- polynomial approximation
- nonparametric regression
- iterative methods
- linear combination
- level set
- state space
- reinforcement learning