Differential Equation-Constrained Optimization with Stochasticity.
Qin LiLi WangYunan YangPublished in: SIAM/ASA J. Uncertain. Quantification (2024)
Keyphrases
- constrained optimization
- differential equations
- constraint handling
- dynamical systems
- constrained optimization problems
- ordinary differential equations
- objective function
- numerical methods
- penalty function
- augmented lagrangian
- unconstrained optimization
- numerical solution
- difference equations
- boundary value problem
- initial conditions
- interval analysis
- partial differential equations
- continuous functions
- closed form solutions
- lagrange multipliers