Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters.
Peng ChenOmar GhattasPublished in: SIAM/ASA J. Uncertain. Quantification (2021)
Keyphrases
- partial differential equations
- chance constrained
- optimization problems
- difference equations
- high dimensional
- knapsack problem
- level set
- image processing
- stochastic programming
- numerical solution
- numerical scheme
- image denoising
- image enhancement
- metaheuristic
- multiscale
- evolutionary algorithm
- robust optimization
- feature space
- cost function
- differential equations
- low dimensional
- dimensionality reduction
- objective function
- chance constrained programming
- lower bound
- image analysis
- traveling salesman problem
- wavelet transform
- dynamical systems
- multistage
- neural network