Efficient proximal subproblem solvers for a nonsmooth trust-region method.
Comput. Optim. Appl., January, 2025
Local convergence analysis of an inexact trust-region method for nonsmooth optimization.
Optim. Lett., April, 2024
Efficient and robust optimal design for quantile regression based on linear programming.
Comput. Stat. Data Anal., April, 2024
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints.
Comput. Optim. Appl., June, 2023
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints.
SIAM J. Optim., March, 2023
A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations.
Math. Program., 2023
Corrigendum: "Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization".
SIAM/ASA J. Uncertain. Quantification, March, 2022
Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk.
Reliab. Eng. Syst. Saf., 2022
A matrix-free trust-region newton algorithm for convex-constrained optimization.
Optim. Lett., 2022
A primal-dual algorithm for risk minimization.
Math. Program., 2022
A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems.
SIAM/ASA J. Uncertain. Quantification, 2022
Risk-Adapted Optimal Experimental Design.
SIAM/ASA J. Uncertain. Quantification, 2022
Spectral, Tensor and Domain Decomposition Methods for Fractional PDEs.
Comput. Methods Appl. Math., 2022
KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation.
SIAM J. Sci. Comput., 2021
Randomized Sketching Algorithms for Low-Memory Dynamic Optimization.
SIAM J. Optim., 2021
Risk-Averse Control of Fractional Diffusion with Uncertain Exponent.
SIAM J. Control. Optim., 2021
Epi-Regularization of Risk Measures.
Math. Oper. Res., 2020
Correction to: Higher-moment buffered probability.
Optim. Lett., 2019
Higher-moment buffered probability.
Optim. Lett., 2019
Spectral risk measures: the risk quadrangle and optimal approximation.
Math. Program., 2019
An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids.
SIAM/ASA J. Uncertain. Quantification, 2019
Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization.
SIAM/ASA J. Uncertain. Quantification, 2018
A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems.
SIAM J. Numer. Anal., 2017
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk.
SIAM J. Optim., 2016
Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty.
SIAM J. Sci. Comput., 2014
A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients.
SIAM/ASA J. Uncertain. Quantification, 2014
A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty.
SIAM J. Sci. Comput., 2013