An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures

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

Abstract

Abstract is missing.