A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
Drew Kouri, Mathias Staudigl, Thomas M. Surowiec
Topics & Concepts
PointwiseMathematicsMathematical optimizationRelaxation (psychology)Probabilistic logicStochastic optimizationConvex optimizationOptimization problemApplied mathematicsRegular polygonMathematical analysisPsychologyGeometryStatisticsSocial psychologyStochastic Gradient Optimization TechniquesRisk and Portfolio OptimizationSparse and Compressive Sensing Techniques