An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

Constrained and composite optimization via adaptive sampling methods

(2023) Yuchen Xie et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

The SPDE approach for Gaussian and non-Gaussian fields: 10 years and still running

(2022) Finn Lindgren et al.   Spatial Statistics

Risk-averse design of tall buildings for uncertain wind conditions

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

Adaptive sampling strategies for risk-averse stochastic optimization with constraints

(2022) Florian Beiser et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

A primal–dual algorithm for risk minimization

(2021) Drew P. Kouri et al.   MATHEMATICAL PROGRAMMING

A fractional PDE model for turbulent velocity fields near solid walls

(2021) Brendan Keith et al.   JOURNAL OF FLUID MECHANICS

The Stochastic Augmented Lagrangian method for domain adaptation

(2021) Zhanhong Jiang et al.   KNOWLEDGE-BASED SYSTEMS

Algorithms for stochastic optimization with function or expectation constraints

(2020) Guanghui Lan et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis

(2020) Ustim Khristenko et al.   MULTISCALE MODELING & SIMULATION

Inexact stochastic mirror descent for two-stage nonlinear stochastic programs

(2020) Vincent Guigues   MATHEMATICAL PROGRAMMING

Accelerated Variance Reduction Stochastic ADMM for Large-Scale Machine Learning

(2020) Yuanyuan Liu et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming

(2019) Yangyang Xu   MATHEMATICAL PROGRAMMING

SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs

(2019) Yue Xie et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

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

Sub-sampled Newton methods

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

Stochastic optimization using a trust-region method and random models

(2017) R. Chen et al.   MATHEMATICAL PROGRAMMING

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

(2017) C. Cartis et al.   MATHEMATICAL PROGRAMMING

Length scale and manufacturability in density-based topology optimization

(2016) Boyan S. Lazarov et al.   ARCHIVE OF APPLIED MECHANICS

Optimal Control of Uncertain Systems Using Sample Average Approximations

(2016) Chris Phelps et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers

(2016) C. Planiden et al.   SIAM JOURNAL ON OPTIMIZATION

Inexact accelerated augmented Lagrangian methods

(2015) Myeongmin Kang et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Iteration-complexity of first-order augmented Lagrangian methods for convex programming

(2015) Guanghui Lan et al.   MATHEMATICAL PROGRAMMING

Adaptive augmented Lagrangian methods: algorithms and practical numerical experience

(2015) Frank E. Curtis et al.   OPTIMIZATION METHODS & SOFTWARE

An adaptive augmented Lagrangian method for large-scale constrained optimization

(2014) Frank E. Curtis et al.   MATHEMATICAL PROGRAMMING

Design of manufacturable 3D extremal elastic microstructure

(2013) Erik Andreassen et al.   MECHANICS OF MATERIALS

Optimal Budget Allocation for Sample Average Approximation

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

Topology optimization approaches

(2013) Ole Sigmund et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

On the similarities between micro/nano lithography and topology optimization projection methods

(2013) Miche Jansen et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

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

LIBSVM

(2012) Chih-Chung Chang et al.   ACM Transactions on Intelligent Systems and Technology

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

(2011) Ernesto G. Birgin et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

(2011) Finn Lindgren et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Filters in topology optimization based on Helmholtz-type differential equations

(2010) B. S. Lazarov et al.   INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING

On buffered failure probability in design and optimization of structures

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

Efficient topology optimization in MATLAB using 88 lines of code

(2010) Erik Andreassen et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

Level set based robust shape and topology optimization under random field uncertainties

(2009) Shikui Chen et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION