We develop a fast stochastic Galerkin method for an optimal control problem goveed by a random space-fractional diffusion equation with deterministic constraine
Recently, researchers have been interested in studying the semidefinite programming(SDP) relaxation model, where the matrix is both positive semidefinite and en
We propose a parallel stochastic Newton method (PSN) for minimizing unconstrained smooth convex functions. We analyze the method in the strongly convex case, an