Stochastic approximation for optimization in shape spaces

Abstract:

In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the method on Riemannian manifolds and then make the connection to shape spaces. The method is demonstrated on a model shape optimization problem from interface identification. Uncertainty arises in the form of a random partial differential equation, where underlying probability distributions of the random coefficients and inputs are assumed to be known. We verify some conditions for convergence for the model problem and demonstrate the method numerically.

Año de publicación:

2021

Keywords:

• Interface identification
• Shape optimization
• PDE-constrained optimization under uncertainty
• Stochastic approximation
• Stochastic gradient method

Fuente:

scopus