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  • Search: subject:"PDE-constrained optimization"
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Subject
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PDE-constrained optimization 9 Mathematical programming 3 Mathematische Optimierung 3 Risiko 2 Risikoaversion 2 Risk 2 Risk aversion 2 Stochastic process 2 Stochastic programming 2 Stochastischer Prozess 2 uncertainty quantification 2 A priori error estimates 1 A-posteriori error estimation 1 Anisotropic mesh-grading 1 Branch-and-bound 1 Control theory 1 Control-constraints 1 Decision under risk 1 Decision under uncertainty 1 Dynamic programming 1 Dynamische Optimierung 1 Entscheidung unter Risiko 1 Entscheidung unter Unsicherheit 1 Estimation theory 1 Exponential tail bounds 1 Finite element method 1 Finite elements 1 Forward–backward algorithm 1 Functional data analysis 1 Global optimization 1 Infinite-dimensional problems 1 Julia 1 Kirchhoff equation 1 Kontrolltheorie 1 Linear-quadratic optimal control under uncertainty 1 Measurement 1 Messung 1 Monte Carlo sampling 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1
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Online availability
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Free 7 Undetermined 4
Type of publication
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Article 10 Book / Working Paper 1
Type of publication (narrower categories)
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Article 6 Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 9 Undetermined 2
Author
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Surowiec, Thomas M. 3 Milz, Johannes 2 Azmi, Behzad 1 Beranek, Nina 1 Bernreuther, Marco 1 Buchheim, Christoph 1 Dihlmann, Markus 1 Grütering, Alexandra 1 Haasdonk, Bernard 1 Hashemi, Masoumeh 1 Herzog, Roland 1 Hoffhues, M. 1 Kouri, Drew P. 1 Meyer, Christian 1 Migot, Tangi 1 Nicaise, Serge 1 Orban, Dominique 1 Reinhold, Martin Alexander 1 Römisch, W. 1 Siqueira, Abel S. 1 Sirch, Dieter 1 Surowiec, T. M. 1 Urban, Karsten 1
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Published in...
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Computational Optimization and Applications 6 Mathematics of operations research 2 Optimization Letters 2 Les cahiers du GERAD 1
Source
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EconStor 6 ECONIS (ZBW) 3 RePEc 2
Showing 1 - 10 of 11
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On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems
Azmi, Behzad; Bernreuther, Marco - In: Computational Optimization and Applications 91 (2025) 3, pp. 1263-1308
Abstract This paper provides a comprehensive study of the nonmonotone forward–backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fréchet differentiable (not necessarily convex) function and a proper...
Persistent link: https://www.econbiz.de/10015436614
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Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm
Buchheim, Christoph; Grütering, Alexandra; Meyer, Christian - In: Computational Optimization and Applications 90 (2025) 3, pp. 649-689
Abstract We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given tolerance ε0, we show how to compute in finite...
Persistent link: https://www.econbiz.de/10015436641
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A space–time variational method for optimal control problems: well-posedness, stability and numerical solution
Beranek, Nina; Reinhold, Martin Alexander; Urban, Karsten - In: Computational Optimization and Applications 86 (2023) 2, pp. 767-794
We consider an optimal control problem constrained by a parabolic partial differential equation with Robin boundary conditions. We use a space–time variational formulation in Lebesgue–Bochner spaces yielding a boundedly invertible solution operator. The abstract formulation of the optimal...
Persistent link: https://www.econbiz.de/10015210607
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Optimal control of the stationary Kirchhoff equation
Hashemi, Masoumeh; Herzog, Roland; Surowiec, Thomas M. - In: Computational Optimization and Applications 85 (2023) 2, pp. 479-508
We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the state equation, existence of global optimal solutions,...
Persistent link: https://www.econbiz.de/10015328820
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Sample average approximations of strongly convex stochastic programs in Hilbert spaces
Milz, Johannes - In: Optimization Letters 17 (2022) 2, pp. 471-492
We analyze the tail behavior of solutions to sample average approximations (SAAs) of stochastic programs posed in Hilbert spaces. We require that the integrand be strongly convex with the same convexity parameter for each realization. Combined with a standard condition from the literature on...
Persistent link: https://www.econbiz.de/10015328840
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PDENLPModels.jl : an NLPModel API for optimization problems with PDE-constraints
Migot, Tangi; Orban, Dominique; Siqueira, Abel S. - 2022
Persistent link: https://www.econbiz.de/10013411719
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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Milz, Johannes; Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
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On quantitative stability in infinite-dimensional optimization under uncertainty
Hoffhues, M.; Römisch, W.; Surowiec, T. M. - In: Optimization Letters 15 (2021) 8, pp. 2733-2756
PDE-constrained optimization as well as functional data analysis. For this class of problems, we provide both qualitative … measure. The theoretical results are tested in the context of Monte Carlo approximation for a numerical example involving PDE-constrained … optimization under uncertainty. …
Persistent link: https://www.econbiz.de/10014501320
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Epi-regularization of risk measures
Kouri, Drew P.; Surowiec, Thomas M. - In: Mathematics of operations research 45 (2020) 2, pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
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Certified PDE-constrained parameter optimization using reduced basis surrogate models for evolution problems
Dihlmann, Markus; Haasdonk, Bernard - In: Computational Optimization and Applications 60 (2015) 3, pp. 753-787
<Para ID="Par1">We consider parameter optimization problems which are subject to constraints given by parametrized partial differential equations. Discretizing this problem may lead to a large-scale optimization problem which can hardly be solved rapidly. In order to accelerate the process of parameter...</para>
Persistent link: https://www.econbiz.de/10011241261
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