4 papers · 1 filter
Stochastic Galerkin Method and Hierarchical Preconditioning for PDE-constrained Optimization
Zhendong Li, Akwum Onwunta, BedÅich SousedÃk
We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-op…
Tensor train solution to uncertain optimization problems with shared sparsity penalty
Harbir Antil, Sergey Dolgov, Akwum Onwunta
We develop both first and second order numerical optimization methods to solve non-smooth optimization problems featuring a shared sparsity penalty, constrained by differential equ…
Complexity analysis of regularization methods for implicitly constrained least squares
Akwum Onwunta, Clément W. Royer
Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulat…
Smoothed Moreau-Yosida Tensor Train Approximation of State-constrained Optimization Problems under Uncertainty
Harbir Antil, Sergey Dolgov, Akwum Onwunta
We propose an algorithm to solve optimization problems constrained by partial (ordinary) differential equations under uncertainty, with almost sure constraints on the state variabl…