A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty.
Drew P. KouriMatthias HeinkenschlossDenis RidzalBart G. van Bloemen WaandersPublished in: SIAM J. Sci. Comput. (2013)
Keyphrases
- trust region
- learning algorithm
- dynamic programming
- optimization algorithm
- optimal solution
- cost function
- np hard
- levenberg marquardt
- constrained optimization
- objective function
- faster convergence
- global optimum
- sensitivity analysis
- optimization method
- em algorithm
- expectation maximization
- combinatorial optimization
- loss function
- convergence rate
- graph cuts
- linear equations
- particle swarm optimization
- simulated annealing