An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization.
Johannes MilzMichael UlbrichPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- constrained optimization
- numerical scheme
- constrained optimization problems
- constraint handling
- objective function
- stationary points
- augmented lagrangian
- unconstrained optimization
- penalty function
- polynomial time approximation
- robust optimization
- closed form solutions
- partial differential equations
- interval analysis
- closed form
- anisotropic diffusion
- optimization problems
- lagrange multiplier method
- penalty functions
- iterative methods
- image denoising
- probabilistic model