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Research PaperResearchia:202608.27023

Risk-averse Optimization in Random Materials: Algorithmic Advances and HPC Acceleration

Niklas Baumgarten

Abstract

We summarize our advances in the algorithmic development and hardware utilization for risk-averse optimization problems in random materials. This includes risk-averse optimization using the entropic risk measure, as well as recently developed sampling techniques for random materials, that are interoperable with the optimization framework. Furthermore, we discuss recent progress in the efficient utilization of modern hybrid hardware architectures for these methods to solve three-dimensional parti...

Submitted: August 27, 2026Subjects: Mathematics; Mathematics

Description / Details

We summarize our advances in the algorithmic development and hardware utilization for risk-averse optimization problems in random materials. This includes risk-averse optimization using the entropic risk measure, as well as recently developed sampling techniques for random materials, that are interoperable with the optimization framework. Furthermore, we discuss recent progress in the efficient utilization of modern hybrid hardware architectures for these methods to solve three-dimensional partial differential equations.


Source: arXiv:2608.25967v1 - http://arxiv.org/abs/2608.25967v1 PDF: https://arxiv.org/pdf/2608.25967v1 Original Link: http://arxiv.org/abs/2608.25967v1

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Date:
Aug 27, 2026
Topic:
Mathematics
Area:
Mathematics
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