MG/OPT and MLMC for Robust Optimization of PDEs.
Andreas Van BarelStefan VandewallePublished in: CoRR (2020)
Keyphrases
- robust optimization
- partial differential equations
- mathematical programming
- chance constrained
- stochastic programming
- traveling salesman problem
- level set
- portfolio optimization
- risk measures
- image denoising
- image processing
- semidefinite programming
- linear programming
- case based reasoning
- decision theory
- artificial intelligence
- chance constraints