Skip to content

Commit

Permalink
paper edits
Browse files Browse the repository at this point in the history
  • Loading branch information
dc-luo committed Sep 10, 2023
1 parent 59a02ec commit be637ee
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions paper/paper.md
Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ The software allows users to supply the underlying PDE model, quantity of intere
while providing implementations for commonly used risk measures, including expectation, variance, and superquantile/conditional-value-at-risk (CVaR).
as well as derivative-based optimizers.
SOUPy leverages FEniCS [@LoggMardalWells12] for the formulation, discretization, and solution of PDEs,
and the framework of hIPPYlib [@VillaPetraGhattas18; @VillaPetraGhattas21] for sampling from random fields, adjoint-based and matrix-free derivative computation,
and the framework of hIPPYlib [@VillaPetraGhattas18; @VillaPetraGhattas21] for sampling from random fields and adjoint-based derivative computation,
while also providing interfaces to existing optimization algorithms in SciPy.


Expand All @@ -68,7 +68,7 @@ This results in a complex optimization problem in which each evaluation of the o

SOUPy provides a platform to formulate and solve such PDE-constrained OUU problems using efficient derivative-based optimization methods.
Users supply the definitions for the PDE constraint, QoI, and additional penalization terms for the optimization variable, and are given the option to choose from a suite of used risk measures.
At a core functionality, SOUPy implements sample-based evaluation of risk measures and their derivatives, where parallel-in-sample computation is supported through MPI.
As a core functionality, SOUPy implements sample-based evaluation of risk measures as well as their gradients and Hessians, where parallel-in-sample computation is supported through MPI.
The resulting cost functionals can then be minimized using SOUPy's implementations of large-scale optimization algorithms, such as L-BFGS [@LiuNocedal89] and Inexact Newton-CG [@EisenstatWalker96; @Steihaug83],
or through algorithms available in SciPy [@2020SciPy-NMeth] using the provided interface.

Expand Down

0 comments on commit be637ee

Please sign in to comment.