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. 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

• DFG-Schwerpunktprogramm SPP 1253 "Optimization with partial differential equations":
  
  • Project Advanced numerical methods for PDE constrained optimization with application to optimal design and control of a racing yacht in the America s Cup (V. Heuveline, M. Ulbrich, 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
  
  
•    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.

• M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich: Optimization with PDE Constraints, Springer, 2008.

• S. Drewes, S. Ulbrich, Mixed Integer Second  Order Cone Programming, Technical Report, TU Darmstadt, 2009.
  PDF file (235kB)
• J. C. Ziems, S. Ulbrich, Adaptive Multilevel Inexact SQP--Methods for PDE--constrained Optimization, Technical Report, TU Darmstadt, 2008.
  PDF file (1006kB).
• 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.B. Giles, S. Ulbrich: Convergence of linearised and adjoint approximations for discontinuous solutions of conservation laws , Technical Report, TU Darmstadt and Oxford University, 2008.
  PDF file (344kB).
• 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 (2003), 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.