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TTRISK: Tensor train decomposition algorithm for risk averse optimization

  • Published:2022-12-03 Issue:3 Volume:30 Page:
  • ISSN:1070-5325
  • Container-title:Numerical Linear Algebra with Applications
  • language:en
  • Short-container-title:Numerical Linear Algebra App

Author:

Antil Harbir1,Dolgov Sergey2,Onwunta Akwum3

Affiliation:

1. The Center for Mathematics and Artificial Intelligence (CMAI) and Department of Mathematical Sciences George Mason University Fairfax Virginia USA

2. Department of Mathematical Sciences University of Bath Bath UK

3. Department of Industrial and Systems Engineering Lehigh University Bethlehem Pennsylvania USA

Funder

Air Force Office of Scientific Research

Engineering and Physical Sciences Research Council

National Science Foundation of Sri Lanka

Publisher

Wiley

Subject

Applied Mathematics,Algebra and Number Theory

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Multigrid Solver for PDE-Constrained Optimization with Uncertain Inputs;Journal of Scientific Computing;2024-08-24

2. Adjoint-based determination of weaknesses in structures;Computer Methods in Applied Mechanics and Engineering;2023-12

3. Editorial: Tensor numerical methods and their application in scientific computing and data science;Numerical Linear Algebra with Applications;2023-01-31
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