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

Sebastian Garreis, Thomas M. Surowiec and Michael Ulbrich
SIAM Journal on Optimization 31 (1) 1 (2021)
DOI: 10.1137/19M125039X
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Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces

Caroline Geiersbach and Teresa Scarinci
Computational Optimization and Applications 78 (3) 705 (2021)
DOI: 10.1007/s10589-020-00259-y
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