Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty.

Menhorn, Friedrich; Geraci, Gianluca; Seidl, Daniel; Marzouk, Youssef; Eldred, Michael; Bungartz, Hans-Joachim

doi:10.2172/2002269

DOE OSTI · 2002269

Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty.

Menhorn, Friedrich·Geraci, Gianluca·Seidl, Daniel·Marzouk, Youssef·Eldred, Michael·Bungartz, Hans-Joachim

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Menhorn, Friedrich, Geraci, Gianluca, Seidl, Daniel, Marzouk, Youssef, Eldred, Michael, Bungartz, Hans-Joachim. 2022-04-01. Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty.. https://doi.org/10.2172/2002269

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