85 citations · 405 across the 34 of their papers we have counts for
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A multigrid solver for PDE-constrained optimization with uncertain inputs
Gabriele Ciaramella, Fabio Nobile, Tommaso Vanzan
In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimizatio…
A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
Matthieu Martin, Fabio Nobile, Panagiotis Tsilifis
In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Prob…
PDE-constrained optimal control problems with uncertain parameters using SAGA
Matthieu C. Martin, Fabio Nobile
We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcin…