Prof. Dr. Stefan Ulbrich
Optimierung
Arbeitsgebiet(e)
Kontakt
ulbrich@mathematik.tu-...
work +49 6151 16-23430
fax +49 6151 16-23445
Work
S4|10 123
Dolivostraße 15
64293
Darmstadt
Sprechstunde
Sprechstunde:
nach Vereinbarung (Forschungssemester) in S4|10 123
Bitte E-mail an mich und CC drechsel@mathematik.tu-…
Forschung
- Nichtlineare Optimierung
- Optimalsteuerung von partiellen Differentialgleichungen
- Wissenschaftliches Rechnen in Optimierung und Optimalsteuerung
Editorial Boards
- Editor in Chief der Zeitschrift Optimization Methods and Software
- Associate Editor (2008 – 2020) der Zeitschrift SIAM Journal on Optimization
- Associate Editor Journal of Optimization Theory and Applications
- Associate Editor ESAIM: Control, Optimisation and Calculus of Variations
- Associate Editor Asymptotic Analysis
- Associate Editor SIAM/MOS Books Series on Optimization
- Associate Editor Advances in Continuous and Discrete Models: Theory and Applications
- P. Schäfer Aguilar, S. Ulbrich: Convergence of numerical adjoint schemes arising from optimal boundary control problems of hyperbolic conservation laws, Preprint, TU Darmstadt, 2022, submitted.
PDF (wird in neuem Tab geöffnet) - J. Hahne, B. Polenz, I. Kulchytska-Ruchka, S.Friedhoff, S. Ulbrich, S. Schöps: Parallel-in-time optimization of induction motors. J.Math.Industry 13 (6), 2023
PDF - E. Diehl, J. Haubner, M. Ulbrich, S. Ulbrich: Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension, Comput Optim Appl, 2022. https://doi.org/10.1007/s10589-022-00415-6
PDF - C. Tepper, A. Matei, J. Zarges, S. Ulbrich, M. Weigold: Optimal design for compliance modeling of industrial robots with Bayesian inference of stiffnesses. Prod. Eng. Res. Devel. 17, 643–651, 2023.
PDF - M. Herty, S. Ulbrich: Numerics and control of conservation laws, Handbook of Numerical Analysis, E. Trélat, E. Zuazua (eds.),Elsevier, Volume 24, 473-509, 2023.
- E. Corbean, J. Neumann, F. Dammel, P. Stephan, S. Ulbrich: Techno-Economic Optimization of an Innovative Plant for Sustainable Iron Reduction, Proceedings of ECOS 2023 – 25-30 June 2023, 1287-1298, 2023.
PDF - P. Manns, S. Ulbrich: A simplified Newton method to generate snapshots for POD models of semilinear optimal control problems, SIAM J. Numer. Anal. 60 (5), 2373-3000, 2022.
PDF - A.-T. Rauls, S. Ulbrich: On the Characterization of Generalized Derivatives for the Solution Operator of the Bilateral Obstacle Problem, SIAM J. Control Optim. 59 (5), 3683–3707, 2021.
PDF - J. M. Schmitt, S. Ulbrich: Optimal Boundary Control of Hyperbolic Balance Laws with State Constraints, SIAM J. Control Optim. 59 (2), 1341–1369, 2021.
PDF - C. Kirches, P. Manns, S. Ulbrich: Compactness and Convergence Rates in the Combinatorial Integral Approximation Decomposition, Math. Program. 188 (2), 569–598, 2021
PDF - T. Gally, P. Groche, F. Hoppe, A. Kuttich, A. Matei, M. E. Pfetsch, M. Rakowitsch, S. Ulbrich: Identification of Model Uncertainty via Optimal Design of Experiments Applied to a Mechanical Press, Optim. Eng. 23 (1), 579–606, 2022.
PDF (wird in neuem Tab geöffnet) - L. Hertlein, A.-T. Rauls, M. Ulbrich, S. Ulbrich: An inexact bundle method and subgradient computations for optimal control of deterministic and stochastic obstacle problems. In: M. Hintermüller et al. (eds.), Internat. Ser. Numer. Math., 172, Birkhäuser/Springer, Cham, 2022.
PDF (wird in neuem Tab geöffnet) - J. Haubner, M. Ulbrich, S. Ulbrich: Analysis of shape optimization problems for unsteady fluid-structure interaction, Inverse Problems 36 (3), 034001, 2020
PDF (wird in neuem Tab geöffnet) - A.-T. Rauls, S. Ulbrich: Computation of a Bouligand generalized derivative for the solution operator of the obstacle problem, SIAM J. Control Optim. 57(5), 3223–3248, 2019.
PDF (wird in neuem Tab geöffnet) - P. Schäfer Aguilar, J. M. Schmitt, S. Ulbrich, M. Moos: On the numerical discretization of optimal control problems for conservation laws, Control and Cybernetics 48(2), 345-376, 2019 (special issue for Günter Leugering)
PDF (wird in neuem Tab geöffnet) - T. Burggraf, M. Joswig, M. Pfetsch, M. Radons, S. Ulbrich: Semi-automatically optimized calibration of internal combustion engines, Optim. Eng. 21, 73–106, 2020
PDF (wird in neuem Tab geöffnet) - O. Habeck, M. E. Pfetsch, S. Ulbrich: Global optimization of mixed-integer ODE constrained network problems using the example of stationary gas transport, SIAM J. Optim. 29, no. 4, pp. 2949-2985, 2019
PDF (wird in neuem Tab geöffnet) - A. Alla, M. Hinze, P. Kolvenbach, O. Lass, S. Ulbrich: A Certified Model Reduction Approach for Robust Parameter Optimization with PDE Constraints, Adv. Comp. Math. 45, 1221–1250, 2019
PDF (wird in neuem Tab geöffnet) - I. G. Ion, Z. Bontinck, D. Loukrezis, U. Römer, O. Lass, S. Ulbrich, S. Schöps, H. De Gersem: Robust shape optimization of electric devices based on deterministic optimization methods and finite-element analysis with affine parametrization and design elements, Electr. Eng. 100 (2018), pp. 2635-2647.
PDF (wird in neuem Tab geöffnet) - P. Kolvenbach, O. Lass, S. Ulbrich: An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty. Optim. Eng. 19 (2018), no. 3, pp. 697-731.
- S. Hajian, M. Hintermüller, S. Ulbrich: Total variation diminishing schemes in optimal control of scalar conservation laws, IMA J. Numer. Anal. 39 (2019), no. 1, pp. 105-140
PDF (wird in neuem Tab geöffnet) - M. Fischer, F. Lindemann, M. Ulbrich, S. Ulbrich: Fréchet Differentiability of Unsteady Incompressible Navier-Stokes Flow with Respect to Domain Variations of Low Regularity by Using a General Analytical Framework, SIAM J. Control Optim. 55 (2017), no. 5, pp. 3226–3257
PDF (wird in neuem Tab geöffnet). - O. Lass, S. Ulbrich: Model Order Reduction Techniques with A Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations, SIAM J. Sci. Comput. 39 (2017), no. 5, pp. S112–S139.
PDF (wird in neuem Tab geöffnet). - T. Gally, M.E. Pfetsch, S. Ulbrich, A Framework for Solving Mixed-Integer Semidefinite Programs, Optimization Methods and Software 33 (2018), no. 3, pp. 594-632.
PDF (wird in neuem Tab geöffnet). - M. Gugat, S. Ulbrich: Lipschitz solutions of initial boundary value problems for balance laws. Math. Models Methods Appl. Sci.28 (2018), no. 05, pp. 921-951.
PDF (wird in neuem Tab geöffnet). - M. Gugat, S. Ulbrich: The isothermal Euler equations for ideal gas with source term: Product solutions, flow reversal and no blow up, Journal of Mathematical Analysis and Applications 454 (1), pp. 439-452, 2017.
PDF (wird in neuem Tab geöffnet). - L. Iapichino, S. Ulbrich, S. Volkwein: Multiobjective PCE-Constrained Optimization using the Reduced-Basis Method, Adv Comput Math 43 (5), pp 945–972, 2017.
PDF (wird in neuem Tab geöffnet). - M. Ulbrich, S. Ulbrich, D. Bratzke: A Multigrid Semismooth Newton Method for Semilinear Contact Problems, Journal of Computational Mathematics 35 (4), pp. 484-526, 2017.
PDF (wird in neuem Tab geöffnet). - S. Ulbrich, J. C. Ziems: Adaptive Multilevel Trust-Region Methods for Time-Dependent PDE-Constrained Optimization, Portugaliae Mathematica 74 (1), pp. 37-67, 2017 (invited special issue on PDE-constrained optimization).
PDF (wird in neuem Tab geöffnet). - S. Pfaff, S. Ulbrich, Optimal Control of Nonlinear Hyperbolic Conservation Laws by On/Off-Switching, Optimization Methods and Software, DOI 10.1080/10556788.2016.1236796, 2016.
PDF (wird in neuem Tab geöffnet). - S. Ulbrich, Preconditioners based on „Parareal“ time-domain decomposition for time-dependent PDE-constrained optimization, Multple Shooting and time domain decomposition methods (T. Carraro, M. Geiger. S. Körkel, R. Rannacher (Eds.)), pp. 203-232, Springer, 2015
PDF (wird in neuem Tab geöffnet). - J. Euler, T. Ritter, S. Ulbrich, O. von Stryk, Centralized ensemble-based trajectory planning of cooperating sensors for estimating atmospheric dispersion processes, First International Conference, DyDESS 2014, Cambridge, MA, USA, November 5-7, 2014, Revised Selected Papers, (S. Ravela, A. Sandu (Eds.)), pp. 322-333, Springer, 2015
- F. Bäcker, D. Bratzke, P. Groche, S. Ulbrich, Time-varying process control for stringer sheet forming by a deterministic derivative-free optimization approach, The International Journal of Advanced Manufacturing Technology 80 (5), pp 817–828, 2015.
- S. Pfaff, S. Ulbrich, Optimal Boundary Control of Nonlinear Hyperbolic Conservation Laws with Switched Boundary Data, SIAM J. on Control and Optimization 53 (3), pp. 1250–1277, 2015.
PDF (wird in neuem Tab geöffnet). - S. Pfaff, S. Ulbrich and G. Leugering, Optimal control of nonlinear hyperbolic conservation laws with switching, In: G. Leugering, P. Benner, S. Engell, A. Griewank, H. Harbrecht, M. Hinze, R. Rannacher, and S. Ulbrich (eds.). Trends in PDE Constrained Optimization. Springer International Publishing, Int. Ser. Numer. Math. 165, pp. 109-131, 2014.
PDF (wird in neuem Tab geöffnet). - S. Bott, D. Clever, J. Lang, S. Ulbrich, J. C. Ziems and D. Schröder, On a Fully Adaptive SQP Method for PDAE-Constrained Optimal Control Problems with Control and State Constraints, In: G. Leugering, P. Benner, S. Engell, A. Griewank, H. Harbrecht, M. Hinze, R. Rannacher, and S. Ulbrich (eds.). Trends in PDE Constrained Optimization. Springer International Publishing, Int. Ser. Numer. Math. 165, pp. 85-108, 2014.
- A. Schiela, S. Ulbrich, Operator Preconditioning for a Class of Inequality Constrained Optimal Control Problems, SIAM J. on Optimization 24, pp. 435-466, 2014.
PDF (wird in neuem Tab geöffnet). - J. Ghiglieri, S. Ulbrich: Optimal Flow Control Based on POD and MPC and an Application to the Cancellation of Tollmien-Schlichting Waves, Optimization Methods and Software 29 (5), pp. 1042-1074, 2014.
PDF (wird in neuem Tab geöffnet). - R. Roth, S. Ulbrich, A Discrete Adjoint Approach for the Optimization of Unsteady Turbulent Flows, Flow, Turbulence and Combustion, 90 (4), pp 763-783, 2013.
PDF (wird in neuem Tab geöffnet). - P. Groche, W. Schmitt, A. Bohn, S. Gramlich, S. Ulbrich, U. Günther, Integration of manufacturing-induced properties in product design, CIRP Annals – Manufacturing Technology 61, pp. 163–166, 2012.
PDF (wird in neuem Tab geöffnet). - W. Hess, S. Ulbrich, An Inexact l1 Penalty SQP Algorithm for PDE Constrained Optimization with an Application to Shape Optimization in Linear Elasticity, Optimization Methods an Software 28 (5), pp. 943-968, 2013.
PDF (wird in neuem Tab geöffnet). - J. C. Ziems, S. Ulbrich, Adaptive Multilevel Inexact SQP--Methods for PDE--constrained Optimization, SIAM J. on Optimization 21, pp. 1-40, 2011.
PDF (wird in neuem Tab geöffnet). - S. Drewes, S. Ulbrich, Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming, to appear in Mixed-Integer Nonlinear Optimization: Algorithmic Advances and Applications (J. Lee, S. Leyffer eds.), IMA Volume Series, Springer, 2012.
PDF (wird in neuem Tab geöffnet). - M.B. Giles, S. Ulbrich: Convergence of Linearised and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 2: Adjoint Approximations and Extensions, SIAM J. on Numerical Analysis 48, pp. 905-921, 2010.
PDF (wird in neuem Tab geöffnet). - M.B. Giles, S. Ulbrich: Convergence of Linearised and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 1: Linearised Approximations and Linearised Output Functionals, SIAM J. on Numerical Analysis 48, pp. 882-904, 2010.
PDF (wird in neuem Tab geöffnet). - D. Clever, J. Lang, S. Ulbrich, J. C. Ziems, Combination of an Adaptive Multilevel SQP Method and a Space-Time Adaptive PDAE Solver for Optimal Control Problems, Procedia Computer Science 1, pp. 1429–1437, 2010.
- S. Drewes, S. Ulbrich, Mixed Integer Second Order Cone Programming, Technical Report, TU Darmstadt, 2009.
PDF (wird in neuem Tab geöffnet). - Ch. Brandenburg, F. Lindemann, M. Ulbrich, S. Ulbrich, A Continuous Adjoint Approach to Shape Optimization for Navier Stokes Flow. In: K. Kunisch, G. Leugering, J. Sprekels and F. Tröltzsch (eds.). Optimal Control of Coupled Systems of Partial Differential Equations. Birkäuser Verlag, Int. Ser. Numer. Math. 158, pp. 35-56, Basel, 2009.
PDF (wird in neuem Tab geöffnet). - R. Silva, M. Ulbrich, S. Ulbrich, L.N. Vicente: A Globally Convergent Primal-Dual Interior-Point Filter Method for Nonlinear Programming: New Filter Optimality Measures and Computational Results, Technical Report, TU Darmstadt, 2008.
PDF (wird in neuem Tab geöffnet). - M. Ulbrich, S. Ulbrich: Primal-Dual Interior-Point Methods for PDE-Constrained Optimization, Math. Program. 117, pp. 435-485, 2009.
PDF (wird in neuem Tab geöffnet). - S. Ulbrich: Generalized SQP-Methods with ''Parareal'' Time-Domain Decomposition for Time-dependent PDE-constrained Optimization. In: Real-Time PDE-Constrained Optimization, Edited by L. T. Biegler, O. Ghattas, M. Heinkenschloss, D. Keyes, and B. van Bloemen Waanders, pp. 145-168, SIAM, 2007.
PDF (wird in neuem Tab geöffnet). - A. Anderl, M. Kormann, T. Rollmann, Z. Wu, A. Martin, S. Ulbrich, U. Günther: An Approach to Algorithm-Based Design in Product Development, Konstruktion 5, 79-82, 2007.
- A. Fügenschuh, W. Hess, A. Martin, S. Ulbrich: Diskrete und kontinuierliche Modelle zur Topologie- und Geometrie-Optimierung von Blechprofilen, Tagungsband 1. Zwischenkolloqium SFB 666, Meisenbach Verlag, Bamberg, 37-47, 2007.
- H. Birkhofer, A. Fügenschuh, U. Günther, D. Junglas, A. Martin, T. Sauer, S. Ulbrich, M. Wäldele, and S. Walter: Optimization of Sheet Metal Products, Operations Research Proceedings 2005, pp. 327-336, Springer, 2006.
- S. Ulbrich: On the Superlinear Local Convergence of a Filter-SQP Method, Mathematical Programming Ser. B, Vol. 100 (2004), pp. 217-245 (Special Issue for Roger Fletcher).
Abstract, PDF (wird in neuem Tab geöffnet). - M. Ulbrich, S. Ulbrich, and L. N. Vicente: A Globally Convergent Primal-Dual Interior-Point Filter Method for Nonlinear Programming, Mathematical Programming Ser. A (2004), Vol. 100, pp. 379-410.
Abstract, PDF (wird in neuem Tab geöffnet). - S. Ulbrich: Adjoint-Based Derivative Computations for the Optimal Control of Discontinuous Solutions of Hyperbolic Conservation Laws, Systems & Control Letters Vol. 48 (2003), No. 3-4, pp. 309-324, PDF Preprint (wird in neuem Tab geöffnet).
- M. Ulbrich and S. Ulbrich: Non-monotone Trust Region Methods for Nonlinear Equality Constrained Optimization without a Penalty Function, Math. Program. Ser. B Vol. 95 (2003), pp. 103--135.
- S. S. Collis, K. Ghayour, M. Heinkenschloss, M. Ulbrich, and S. Ulbrich: Optimal Control of Unsteady Compressible Viscous Flows, International Journal of Numerical Methods in Fluids, Vol. 40 (2002), No. 11, pp. 1401-1429.
- S. Ulbrich: A Sensitivity and Adjoint Calculus for Discontinuous Solutions of Hyperbolic Conservation Laws with Source Terms. SIAM Journal on Control and Optimization, Vol. 41 (2002), No. 3, pp. 740-797.
- S. Ulbrich: Optimal Control of Nonlinear Hyperbolic Conservation Laws with Source Terms, Habilitation, Fakultät für Mathematik, Technische Universität München, submitted June 2001, accepted January 2002.
- S. S. Collis, K. Ghayour, M. Heinkenschloss, M. Ulbrich, and S. Ulbrich: Towards Adjoint-Based Methods for Aeroacoustic Control, AIAA Paper 2001-0821.
Abstract, PDF (wird in neuem Tab geöffnet). - S. S. Collis, K. Ghayour, M. Heinkenschloss, M. Ulbrich, and S. Ulbrich: Numerical Solution of Optimal Control Problems Governed by the Compressible Navier-Stokes Equations, In: K.-H. Hoffmann, I. Lasiecka, G. Leugering, J. Sprekels, F. Tröltzsch (eds.), Optimal Control of Complex Structures (Oberwolfach, June 2000), Birkhäuser Verlag, Int. Ser. Numer. Math. 139, 2001.
Abstract, PDF (wird in neuem Tab geöffnet). - M. Ulbrich and S. Ulbrich: Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds, SIAM Journal on Control and Optimization, Vol. 38 (2000), No. 6, pp. 1938-1984.
- M. Heinkenschloss, M. Ulbrich, and S. Ulbrich: Superlinear and Quadratic Convergence of Affine-Scaling Interior-Point Newton Methods for Problems with Simple Bounds without Strict Complementarity Assumption, Mathematical Programming, Ser. A, Vol. 86 (1999), No. 3, pp. 615-635.
- S. Ulbrich: On the Existence and Approximation of Solutions for the Optimal Control of Nonlinear Hyperbolic Conservation Laws, In: K.-H. Hoffmann, G. Leugering and F. Tröltzsch (eds.). Optimal Control of Partial Differential Equations, IFIP International Conference in Chemnitz, Germany, April 20-25, 1998. Birkäuser Verlag, Int. Ser. Numer. Math. 133, pp. 287-299, Basel, Boston, 1999.
- M. Ulbrich, S. Ulbrich, and M. Heinkenschloss: Global Convergence of Trust-region Interior-point Algorithms for Infinite-dimensional Nonconvex Minimization Subject to Pointwise Bounds, SIAM Journal on Control and Optimization, Vol. 37 (1999), No. 3, pp. 731-764.
- S. Ulbrich: Stable Boundary Conditions and Implicit Entropy-Dissipative Numerical Schemes for Initial-Boundary-Value-Problems of Multidimensional Nonlinear Systems of Conservation Laws with Entropy , (German), Ph.D. Thesis, Inst. für Angew. Math. u. Stat., Technische Universität München, 1996.
- M. Ulbrich and S. Ulbrich: Automatic Differentiation: A Structure-Exploiting Forward Mode with Almost Optimal Complexity for Kantorovic Trees, In: H. Fischer, B. Riedmüller, and S. Schäffler (eds.), Applied Mathematics and Parallel Computing, pp. 327-357, Physica-Verlag, Heidelberg, 1996, PDF.
- M. Rempter, M. Ulbrich, S. Ulbrich, M. Pfingstl, R. Schöne, W. Schultz, and J. Kout: User's Guide for the Transputer Workstation, Copernicus Joint Research Project Report No. 9601, Technische Universität München, 1996.
- M. Ulbrich and S. Ulbrich: Development of Parallel C-Programs with 'Channels for C' (CfC), Copernicus Joint Research Project Report No. 9506, Technische Universität München, 1995.
Aktuelle Projekte
SFB 805 „Beherrschung von Unsicherheiten in laststragenden Systemen des Maschinenbaus“:
- Projekt A3: Mathematische Optimierung bei der robusten Produktauslegung (S. Ulbrich)
- Projekt A4: Mathematische Modelle und Methoden zur optimalen Kombination passiver und aktiver Bauteile (A. Martin, S. Ulbrich)
TRR-SFB 154 „Mathematical Modelling, Simulation and Optimization using the Example of Gas Networks“
- Projekt A01: Global Methods for Stationary Gas Transport (M. Pfetsch, S. Ulbrich)
- Projekt A02: Optimal Control of Hyperbolic Equations in Gas Networks (S. Ulbrich)
SFB 1194 „Mutual Interaction of Tranport and Wetting Processes“
- Projekt B04: Simulation Based Optimization and Optimal Design of Experiments for Wetting Processes (S. Ulbrich)
Center of Smart Interfaces: Understanding and Designing Fluid Boundaries (CSI), Exzellenzinitiative des Bundes.
Graduate School of Computational Engineering: Beyond Traditional Sciences, Exzellenzinitiative des Bundes.
Graduate School Energy Science and Engineering, Exzellenzinitiative des Bundes.
Abgeschlossene Projekte
- Projekt A2: Mathematische Modelle zur automatisierten Produktentwicklung (M Pfetsch, S. Ulbrich).
- Projekt A6: Simulationsbasierte Optimierungsverfahren für das Tifeziehen verzweigter Strukturen
DFG-Schwerpunktprogramm SPP 1253 „Optimization with partial differential equations“
- Projekt Optimal control of switched networks for nonlinear hyperbolic conservation laws (G. Leugering, S. Ulbrich).
- Projekt Adaptive multilevel SQP-methods for PDAE-constrained optimization with restrictions on control and state. Theory and Applications (J. Lang, S. Ulbrich).
SFB 568 „Strömung und Verbrennung in zukünftigen Gasturbinenbrennkammern“
- Projekt D5: Efficient Multilevel Methods for the Optimization of Combustion Chambers (S. Ulbrich).
Fachbezogene Partnerschaften mit Hochschulen in Entwicklungsländern
- Projekt: Optimierungstheorie, Methoden und Anwendungen, Hochschulpartnerschaft mit Institute for Applied Mathematics, Middle East Technical University, Ankara, Turkey.
