Address - Research - News - Projects - Teaching - Publications - Software

• Nonlinear Optimization
• Optimal Control of Partial Differential Equations
• Scientific Computing in Optimization and Optimal Control

• New Book: M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser Verlag, 2012.
• Book: M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich: Optimization with PDE-Constraints, Springer, 2008
• Nonlinear Programming Solver: ipfilter (version 0.3)

• Regional Editor (Europe) of the Journal Optimization Methods and Software
• Associate Editor 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

• 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).
  
  
• SFB 666 "Integral sheet metal design with higher order bifurcations - Developement, Production, Evaluation":
  
  • Project A2: Mathematische Modelle zur automatisierten Produktentwicklung (A. Martin, S. Ulbrich).
    
    
• 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)
    
    
• Center of Smart Interfaces: Understanding and Designing Fluid Boundaries (CSI), Exzellenzinitiative des Bundes.
  
• Graduate School of Computational Engineering: Beyond Traditional Sciences, Exzellenzinitiative des Bundes.
  
  
• LOEWE-Zentrum AdRIA: Adaptronik - Research, Innovation, Application
• LOEWE Research Priority Program “Cooperative sensor communication – Cocoon“
•    Member of the Research Center Computational Engineering
  
  
• Fachbezogene Partnerschaften mit Hochschulen in Entwicklungsländern
  • Projekt: Optimierungstheorie, Methoden und Anwendungen, Hochschulpartnerschaft mit Institute for Applied Mathematics, Middle East Technical University, Ankara, Turkey.

• New Book: M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser Verlag, 2012.
• M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich: Optimization with PDE Constraints, Springer, 2008.

• J. Ghiglieri, S. Ulbrich: Optimal Flow Control Based on POD and MPC and an Application to the Cancellation of Tollmien-Schlichting Waves, submitted, Technical Report, Department of Mathematics, TU Darmstadt, 2012
  PDF file
• R. Roth, S. Ulbrich, A Discrete Adjoint Approach for the Optimization
  of Unsteady Turbulent Flows, to appear in Flow, Turbulence and Combustion, 2013, DOI 10.1007/s10494-012-9439-3
  PDF file (3.5MB)
• 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 file (761kB)
• A. Schiela, S. Ulbrich, Operator Preconditioning for a Class of Constrained Optimal Control Problems, Technical Report, Department of Mathematics, TU Darmstadt, 2012
  PDF file (281kB)
• W. Hess, S. Ulbrich, An Inexact l1 Penalty SQP Algorithm for PDE Constrained Optimization with an Application to Shape Optimization in Linear Elasticity, to appear in Optimization Methods an Software, 2012.
  PDF file (737kB).
• J. C. Ziems, S. Ulbrich, Adaptive Multilevel Inexact SQP--Methods for PDE--constrained Optimization, SIAM J. on Optimization 21, pp. 1-40, 2011.
  PDF file (1006kB).
• 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 file (256kB)
• 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 file (238kB).
• 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 file (236kB). 
• 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 file (235kB).
• 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 file (543kB).
• 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 file (400kB).
• M. Ulbrich, S. Ulbrich:  Primal-Dual Interior-Point Methods for PDE-Constrained Optimization, Math. Program. 117, pp. 435-485, 2009.
   PDF file (275kB). 
• 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 file (247kB).
• 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 file (553kB). 
•  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 file (277kB). 
•  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. 
  Abstract, PDF file (216kB). 
•  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. 
  Compressed PS file (1.44MB). 
• 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 file (3080kB). 
• 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 file (504kB). 
• 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. 
• 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. 

• Nonlinear Programming Solver: ipfilter (version 0.3)
  
• MATLAB-Routines and Examples for unconstrained Nonlinear Optimization , especially for large-scale problems.
  Robust Newton- and PCG-Newton-methods, Trust-Region methods, BFGS- and L-BFGS-methods, PCG-method, Examples for Teaching.
  
  
• Interior-Point methods for convex problems: MATLAB-Routines and Examples.
  Primal-Dual path-following methods for LP and convex QP. Primal path-following methods.