| Publication | Date of Publication | Type |
|---|
Book Reviews
SIAM Review | 2022-05-12 | Paper |
A generalized worst-case complexity analysis for non-monotone line searches
Numerical Algorithms | 2021-05-31 | Paper |
Book Reviews
SIAM Review | 2019-11-15 | Paper |
| The Nonlocal Ramsey Model for an Interacting Economy | 2019-09-05 | Paper |
| A Nonlocal Spatial Ramsey Model with Endogenous Productivity Growth on Unbounded Spatial Domains | 2019-09-05 | Paper |
| Pareto-Optima for a Generalized Ramsey Model | 2019-09-03 | Paper |
Numerical solution of optimal allocation problems in stratified sampling under box constraints
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
On the worst-case evaluation complexity of non-monotone line search algorithms
Computational Optimization and Applications | 2018-02-01 | Paper |
Necessary optimality conditions for the control of partial integro-differential equations
Numerical Analysis and Optimization | 2016-01-05 | Paper |
Model order reduction for PDE constrained optimization
International Series of Numerical Mathematics | 2015-09-11 | Paper |
Adaptive trust-region POD methods in PIDE-constrained optimization
International Series of Numerical Mathematics | 2015-09-11 | Paper |
| Nonmonotone line searches for optimization algorithms | 2015-08-10 | Paper |
Superlinear convergence of Krylov subspace methods for self-adjoint problems in Hilbert space
SIAM Journal on Numerical Analysis | 2015-05-28 | Paper |
Reduced-order models for the implied variance under local volatility
International Journal of Theoretical and Applied Finance | 2015-01-23 | Paper |
A note on preconditioners and scalar products in Krylov subspace methods for self-adjoint problems in Hilbert space
ETNA - Electronic Transactions on Numerical Analysis | 2014-08-04 | Paper |
| Reduced order models in PIDE constrained optimization | 2014-02-20 | Paper |
Gradient computation for model calibration with pointwise observations
Control and Optimization with PDE Constraints | 2013-09-17 | Paper |
A priori error estimates for reduced order models in finance
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2013-07-04 | Paper |
Parameter identification in financial market models with a feasible point SQP algorithm
Computational Optimization and Applications | 2012-06-19 | Paper |
Calibration of estimator-weights via semismooth Newton method
Journal of Global Optimization | 2012-06-13 | Paper |
Preconditioned Conjugate Gradient Method for Optimal Control Problems with Control and State Constraints
SIAM Journal on Matrix Analysis and Applications | 2011-03-02 | Paper |
POD-Galerkin approximations in PDE-constrained optimization
GAMM-Mitteilungen | 2010-11-18 | Paper |
Inexact Kleinman-Newton method for Riccati equations
SIAM Journal on Matrix Analysis and Applications | 2010-05-25 | Paper |
Adjoint-based Monte Carlo calibration of financial methods
Finance and Stochastics | 2010-04-22 | Paper |
Robust static hedging of barrier options in stochastic volatility models
Mathematical Methods of Operations Research | 2009-12-11 | Paper |
Mesh Independence of Kleinman–Newton Iterations for Riccati Equations in Hilbert Space
SIAM Journal on Control and Optimization | 2009-09-29 | Paper |
| scientific article; zbMATH DE number 5489257 (Why is no real title available?) | 2009-01-12 | Paper |
Efficient solution of a partial integro-differential equation in finance
Applied Numerical Mathematics | 2008-11-14 | Paper |
Robust Static Super-Replication of Barrier Options in the Black-Scholes model
Robust Optimization-Directed Design | 2007-09-24 | Paper |
| scientific article; zbMATH DE number 2143187 (Why is no real title available?) | 2005-03-10 | Paper |
Truncated Newton methods for optimization with inaccurate functions and gradients
Journal of Optimization Theory and Applications | 2003-10-27 | Paper |
Semidefinite programming techniques for reduced order systems with guaranteed stability margins
Computational Optimization and Applications | 2003-08-26 | Paper |
| scientific article; zbMATH DE number 1664830 (Why is no real title available?) | 2002-09-16 | Paper |
Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates
SIAM Journal on Numerical Analysis | 2002-07-08 | Paper |
Optimal Control of the Sterilization of Prepackaged Food
SIAM Journal on Optimization | 2000-10-19 | Paper |
Local convergence of the symmetric rank-one iteration
Computational Optimization and Applications | 2000-09-18 | Paper |
Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
A Trust Region Method for Parabolic Boundary Control Problems
SIAM Journal on Optimization | 1999-11-24 | Paper |
| scientific article; zbMATH DE number 1223651 (Why is no real title available?) | 1999-08-02 | Paper |
| scientific article; zbMATH DE number 1186929 (Why is no real title available?) | 1998-08-10 | Paper |
Convergence rate of the augmented Lagrangian SQP method
Journal of Optimization Theory and Applications | 1998-07-16 | Paper |
Computational Design of Optimal Output Feedback Controllers
SIAM Journal on Optimization | 1998-02-10 | Paper |
| scientific article; zbMATH DE number 1301904 (Why is no real title available?) | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1014840 (Why is no real title available?) | 1997-08-04 | Paper |
| scientific article; zbMATH DE number 874657 (Why is no real title available?) | 1997-04-23 | Paper |
Solution of Optimal Control Problems by a Pointwise Projected Newton Method
SIAM Journal on Control and Optimization | 1996-07-16 | Paper |
| scientific article; zbMATH DE number 589250 (Why is no real title available?) | 1995-05-07 | Paper |
| scientific article; zbMATH DE number 679867 (Why is no real title available?) | 1995-03-01 | Paper |
| scientific article; zbMATH DE number 701765 (Why is no real title available?) | 1994-12-11 | Paper |
| scientific article; zbMATH DE number 510357 (Why is no real title available?) | 1994-12-01 | Paper |
Multilevel Algorithms for Constrained Compact Fixed Point Problems
SIAM Journal on Scientific Computing | 1994-07-18 | Paper |
Pointwise Broyden Methods
SIAM Journal on Optimization | 1993-08-11 | Paper |
| scientific article; zbMATH DE number 176964 (Why is no real title available?) | 1993-05-18 | Paper |
Reduced SQP Methods for Parameter Identification Problems
SIAM Journal on Numerical Analysis | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 125299 (Why is no real title available?) | 1993-02-21 | Paper |
Numerical solution of a nonlinear parabolic control problem by a reduced SQP method
Computational Optimization and Applications | 1993-02-14 | Paper |
A New Proof of Superlinear Convergence for Broyden’s Method in Hilbert Space
SIAM Journal on Optimization | 1993-01-16 | Paper |
Mesh independence of Newton-like methods for infinite dimensional problems
Journal of Integral Equations and Applications | 1992-06-28 | Paper |
Mesh Independence of the Gradient Projection Method for Optimal Control Problems
SIAM Journal on Control and Optimization | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 19449 (Why is no real title available?) | 1992-06-26 | Paper |
Fast Algorithms for Compact Fixed Point Problems with Inexact Function Evaluations
SIAM Journal on Scientific and Statistical Computing | 1992-06-25 | Paper |
Convergence of algorithms for perturbed optimization problems
Annals of Operations Research | 1990-01-01 | Paper |
Approximate quasi-Newton methods
Mathematical Programming. Series A. Series B | 1990-01-01 | Paper |
A pointwise quasi-Newton method for unconstrained optimal control problems
Numerische Mathematik | 1989-01-01 | Paper |
A Quasi-Newton Method for Elliptic Boundary Value Problems
SIAM Journal on Numerical Analysis | 1987-01-01 | Paper |
Quasi-Newton Methods and Unconstrained Optimal Control Problems
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3983989 (Why is no real title available?) | 1987-01-01 | Paper |
Broyden's method in Hilbert space
Mathematical Programming | 1986-01-01 | Paper |
Generalized Quasiconvex Mappings and Vector Optimization
SIAM Journal on Control and Optimization | 1986-01-01 | Paper |
Rates of convergence for adaptive Newton methods
Journal of Optimization Theory and Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3921850 (Why is no real title available?) | 1985-01-01 | Paper |
Convergence Rates of Quasi-Newton Algorithms for Some Nonsmooth Optimization Problems
SIAM Journal on Control and Optimization | 1985-01-01 | Paper |
Newton's method for singular constrained optimization problems
Applied Mathematics and Optimization | 1984-01-01 | Paper |
Global convergence of quasi-Newton-type algorithms for some nonsmooth optimization problems
Journal of Optimization Theory and Applications | 1983-01-01 | Paper |
Optimal control problems in diffusion processes with a nonsmooth nonlinear boundary condition
Mathematical Methods in the Applied Sciences | 1983-01-01 | Paper |
Characterization of bang-bang principles
Nonlinear Analysis: Theory, Methods & Applications | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3897681 (Why is no real title available?) | 1983-01-01 | Paper |
An application of duality theory to control-approximation problems
Journal of Approximation Theory | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3762748 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3714432 (Why is no real title available?) | 1981-01-01 | Paper |
On reachable states in boundary control for the heat equation, and an associated moment problem
Applied Mathematics and Optimization | 1981-01-01 | Paper |
Positive control for quasimonotone systems of differential equations
Journal of Mathematical Analysis and Applications | 1981-01-01 | Paper |
Zur Charakterisierung von Orthogonalpolynomen in zwei Veränderlichen
ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik | 1979-01-01 | Paper |
Differentiability in optimization theory1
Mathematische Operationsforschung und Statistik. Series Optimization | 1978-01-01 | Paper |
A Parabolic Control Problem with a Boundary Condition of the Stefan‐Boltzmann Type
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3590947 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3627875 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3582303 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3593421 (Why is no real title available?) | 1978-01-01 | Paper |
On theoretical and numerical aspects of the bang-bang-principle
Numerische Mathematik | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3616765 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3517853 (Why is no real title available?) | 1976-01-01 | Paper |
