Adaptive sampling strategies for risk-averse stochastic optimization with constraints

Latest developments in node-based shape optimization using Vertex Morphing parameterization

(2022) Ihar Antonau et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

Risk-averse design of tall buildings for uncertain wind conditions

(2022) Anoop Kodakkal et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

SciPy 1.0: fundamental algorithms for scientific computing in Python

(2020) Pauli Virtanen et al.   NATURE METHODS

A Stochastic Line Search Method with Expected Complexity Analysis

(2020) Courtney Paquette et al.   SIAM JOURNAL ON OPTIMIZATION

Filter-based adaptive kriging method for black-box optimization problems with expensive objective and constraints

(2019) Renhe Shi et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Exact and inexact subsampled Newton methods for optimization

(2018) Raghu Bollapragada et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

On Sampling Rates in Simulation-Based Recursions

(2018) Raghu Pasupathy et al.   SIAM JOURNAL ON OPTIMIZATION

Optimization Methods for Large-Scale Machine Learning

(2018) Léon Bottou et al.   SIAM REVIEW

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

(2018) D. P. Kouri et al.   SIAM-ASA Journal on Uncertainty Quantification

Robust shape optimization of electric devices based on deterministic optimization methods and finite-element analysis with affine parametrization and design elements

(2018) Ion Gabriel Ion et al.   ELECTRICAL ENGINEERING

Sub-sampled Newton methods

(2018) Farbod Roosta-Khorasani et al.   MATHEMATICAL PROGRAMMING

An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk

(2018) Zilong Zou et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

(2017) C. Cartis et al.   MATHEMATICAL PROGRAMMING

Julia: A Fresh Approach to Numerical Computing

(2017) Jeff Bezanson et al.   SIAM REVIEW

Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk

(2016) D. P. Kouri et al.   SIAM JOURNAL ON OPTIMIZATION

A consistent frame for sensitivity filtering and the vertex assigned morphing of optimal shape

(2014) Kai-Uwe Bletzinger   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

Optimal Budget Allocation for Sample Average Approximation

(2013) Johannes O. Royset et al.   OPERATIONS RESEARCH

A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty

(2013) D. P. Kouri et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Sample size selection in optimization methods for machine learning

(2012) Richard H. Byrd et al.   MATHEMATICAL PROGRAMMING

Hybrid Deterministic-Stochastic Methods for Data Fitting

(2012) Michael P. Friedlander et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

An Object-oriented Environment for Developing Finite Element Codes for Multi-disciplinary Applications

(2010) Pooyan Dadvand et al.   ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING

On buffered failure probability in design and optimization of structures

(2010) R.T. Rockafellar et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY