The following pages link to Ekkehard W. Sachs (Q427368):
Displaying 50 items.
- Calibration of estimator-weights via semismooth Newton method (Q427370) (← links)
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- A new quadratic semi-infinite programming algorithm based on dual parametrization (Q557361) (← links)
- (Q593301) (redirect page) (← links)
- (Q788986) (redirect page) (← links)
- On some generalization of ''bang-bang'' control (Q788987) (← links)
- Rates of convergence for adaptive Newton methods (Q802470) (← links)
- Approximate quasi-Newton methods (Q910338) (← links)
- (Q952813) (redirect page) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
- Newton's method for singular constrained optimization problems (Q1057627) (← links)
- Universale Rettungskurven. I. (Universal rescue curves. I) (Q1085430) (← links)
- Variable metric gradient projection processes in convex feasible sets defined by nonlinear inequalities (Q1101344) (← links)
- A pointwise quasi-Newton method for unconstrained optimal control problems (Q1105989) (← links)
- On reachable states in boundary control for the heat equation, and an associated moment problem (Q1158371) (← links)
- Positive control for quasimonotone systems of differential equations (Q1160883) (← links)
- Global convergence of quasi-Newton-type algorithms for some nonsmooth optimization problems (Q1166101) (← links)
- An application of duality theory to control-approximation problems (Q1170764) (← links)
- Mesh independence of Newton-like methods for infinite dimensional problems (Q1184926) (← links)
- Numerical solution of a nonlinear parabolic control problem by a reduced SQP method (Q1202589) (← links)
- (Q1236343) (redirect page) (← links)
- On theoretical and numerical aspects of the bang-bang-principle (Q1236344) (← links)
- Convergence rate of the augmented Lagrangian SQP method (Q1372541) (← links)
- Local convergence of the symmetric rank-one iteration (Q1383826) (← links)
- Truncated Newton methods for optimization with inaccurate functions and gradients (Q1411387) (← links)
- Semidefinite programming techniques for reduced order systems with guaranteed stability margins (Q1588840) (← links)
- Numerical solution of optimal allocation problems in stratified sampling under box constraints (Q1633256) (← links)
- On the worst-case evaluation complexity of non-monotone line search algorithms (Q1694392) (← links)
- Existence for minimization in Banach space with some applications (Q1819354) (← links)
- A generalized worst-case complexity analysis for non-monotone line searches (Q2028039) (← links)
- A note on preconditioners and scalar products in Krylov subspace methods for self-adjoint problems in Hilbert space (Q2510834) (← links)
- Convergence of algorithms for perturbed optimization problems (Q2641227) (← links)
- (Q2751460) (← links)
- <i>A priori</i>error estimates for reduced order models in finance (Q2839160) (← links)
- Gradient Computation for Model Calibration with Pointwise Observations (Q2849376) (← links)
- REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY (Q2939925) (← links)
- Model Order Reduction for PDE Constrained Optimization (Q2942356) (← links)
- Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization (Q2942357) (← links)
- A Quasi-Newton Method for Elliptic Boundary Value Problems (Q3028264) (← links)
- POD-Galerkin approximations in PDE-constrained optimization (Q3058179) (← links)
- Preconditioned Conjugate Gradient Method for Optimal Control Problems with Control and State Constraints (Q3079747) (← links)
- Mesh Independence of Kleinman–Newton Iterations for Riccati Equations in Hilbert Space (Q3399261) (← links)
- Necessary Optimality Conditions for the Control of Partial Integro-Differential Equations (Q3462306) (← links)
- Inexact Kleinman–Newton Method for Riccati Equations (Q3561158) (← links)
- Robust Static Super-Replication of Barrier Options in the Black-Scholes model (Q3592848) (← links)
- (Q3676717) (← links)
- Convergence Rates of Quasi-Newton Algorithms for Some Nonsmooth Optimization Problems (Q3688119) (← links)
- (Q3696403) (← links)
