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"An Interior-Point Approach for Solving Risk-Averse PDE-Constrained ..."

Sebastian Garreis, Thomas M. Surowiec, Michael Ulbrich (2021)

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DOI: 10.1137/19M125039X

access: closed

type: Journal Article

metadata version: 2022-01-03

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Sebastian Garreis, Thomas M. Surowiec, Michael Ulbrich:
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures. SIAM J. Optim. 31(1): 1-29 (2021)

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