Prof. Dr. Stefan Ulbrich
Optimization
Working area(s)
Contact
ulbrich@mathematik.tu-...
work +49 6151 16-23430
fax +49 6151 16-23445
Work
S4|10 123
Dolivostraße 15
64293
Darmstadt
Office Hours
Office Hours:
By appointment (sabbatical) in S4|10 123
Please email me and CC drechsel@mathematik.tu-…
Research
- Nonlinear Optimization
- Optimal Control of Partial Differential Equations
- Scientific Computing in Optimization and Optimal Control
Editorial Boards
- Editor in Chief of the Journal Optimization Methods and Software
- Associate Editor (2008-2020) of the Journal 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 (opens in new tab) - 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 (opens in new tab) - 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.), SPP1962 Special Issue, ISNM, Birkhäuser, 2020 (to appear).
PDF (opens in new tab) - J. Haubner, M. Ulbrich, S. Ulbrich: Analysis of shape optimization problems for unsteady fluid-structure interaction, Inverse Problems 36 (3), 034001, 2020
PDF (opens in new tab) - 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 (opens in new tab) - 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 (opens in new tab) - 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 (opens in new tab) - 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 (opens in new tab) - 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 (opens in new tab) - 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.
- 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 (opens in new tab) - 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 (opens in new tab) - 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 (opens in new tab). - 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 (opens in new tab). - T. Gally, M.E. Pfetsch, S. Ulbrich, A Framework for Solving Mixed-Integer Semidefinite Programs, Optimization Methods and Software, DOI 10.1080/10556788.2017.1322081, 2017.
PDF (opens in new tab). - M. Gugat, S. Ulbrich: On the existence, uniqueness and exact controllability of Lipschitz solutions of initial boundary value problems for gas networks with nonconstant compressibility factor. Technical Report, 2017.
PDF (opens in new tab). - 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 (opens in new tab). - O. Lass, S. Ulbrich: Model Order Reduction Techniques with A Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations, Technical Report, Department of Mathematics, TU Darmstadt, 2016. To appear in SIAM J. on Scientific Computing.
PDF (opens in new tab) - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - J. C. Ziems, S. Ulbrich, Adaptive Multilevel Inexact SQP--Methods for PDE--constrained Optimization, SIAM J. on Optimization 21, pp. 1-40, 2011.
PDF (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - M. Ulbrich, S. Ulbrich: Primal-Dual Interior-Point Methods for PDE-Constrained Optimization, Math. Program. 117, pp. 435-485, 2009.
PDF (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab). - 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 (opens in new tab).
- 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 (opens in new tab). - 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 (opens in new tab). - 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.
Current Projects
SFB 805 “Beherrschung von Unsicherheiten in laststragenden Systemen des Maschinenbaus”:
- Project A3: Mathematische Optimierung bei der robusten Produktauslegung (S. Ulbrich)
- Project 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”
- Project A01: Global Methods for Stationary Gas Transport (M. Pfetsch, S. Ulbrich)
- Project A02: Optimal Control of Hyperbolic Equations in Gas Networks (S. Ulbrich)
SFB 1194 “Mutual Interaction of Tranport and Wetting Processes”
- Project 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.
Former Projects
- Project A2: Mathematische Modelle zur automatisierten Produktentwicklung (M Pfetsch, S. Ulbrich).
- Project A6: Simulationsbasierte Optimierungsverfahren für das Tifeziehen verzweigter Strukturen
DFG-Schwerpunktprogramm SPP 1253 “Optimization with partial differential equations”
- Project Optimal control of switched networks for nonlinear hyperbolic conservation laws (G. Leugering, S. Ulbrich).
- Project 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”
- Project 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.
