Efficient mini-batch stochastic gradient descent with Centroidal Voronoi Tessellation for PDE-constrained optimization under uncertainty

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is frequently utilized in engineering, biology and finance. Although stochastic gradient descent is a well-known stochastic optimization technique...

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Vydáno v:	Physica. D Ročník 467; s. 134216
Hlavní autoři:	Chen, Liuhong, Xiong, Meixin, Ming, Ju, He, Xiaoming
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.11.2024
Témata:	Centroidal Voronoi Tessellation Mini-batch stochastic gradient descent Optimization with uncertainty PDE-constrained optimization Sampling methods Optimization with uncertainty Sampling methods Mini-batch stochastic gradient descent PDE-constrained optimization Centroidal Voronoi Tessellation
ISSN:	0167-2789
On-line přístup:	Získat plný text
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