Michael Ulbrich
Visiting Researcher
Department of Computational and Applied Mathematics
Rice University
Academic Background
I received my Diploma degree (1992) and my Ph.D. (1996) in Mathematics from the
Technische Universität München
, Germany, where I am joining the
research group of Prof. Dr. K. Ritter
at the
Zentrum Mathematik
. My homepage at the TU Munich is located
here
.
Research
My research interests include:
Optimization Theory and Methods,
Optimal Control and Parameter Identification,
Inverse Ill-Posed Problems.
Recent Journal Articles and Technical Reports
M. Ulbrich,
S. Ulbrich
, and
L. N. Vicente
:
A Globally Convergent Primal-Dual Interior-Point Filter Method for Nonconvex Nonlinear Programming
, Technical Report TR00-12, Department of Computational and Applied Mathematics, Rice University, Houston, Texas 77005-1892, 2000.
M. Ulbrich:
Semismooth Newton Methods for Operator Equations in Function Spaces
, Technical Report TR00-11, Department of Computational and Applied Mathematics, Rice University, Houston, Texas 77005-1892, 2000.
M. Ulbrich:
On a Nonsmooth Newton Method for Nonlinear Complementarity Problems in Function Space with Applications to Optimal Control
, to appear in M. C. Ferris, O. L. Mangasarian, and J.-S. Pang, (eds.), Applications and Algorithms of Complementarity, Kluwer Academic Publishers, 2000.
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
, Math. Programming, 86 (1999), pp. 615-635.
M. Ulbrich:
Non-Monotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems
, Technical Report TUM M9906, Fakultät für Mathematik, Technische Universität München, 1999. Accepted for publication (in revised form) in SIAM J. Optimization.
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 J. Control Optim., 37 (1999), pp. 731-764.
M. Ulbrich
:
A Generalized Tikhonov Regularization for Nonlinear Inverse Ill-Posed Problems
, Technical Report TUM M9810, Fakultät für Mathematik, Technische Universität München, 1998.
M. Ulbrich and
S. Ulbrich
:
Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds
, Technical Report TR97-05, Department of Computational and Applied Mathematics, Rice University, Houston, Texas, USA, 1997, and Technical Report TUM M9713, Fakultät für Mathematik, Technische Universität München, 1997. To appear in SIAM J. Control Optimization.
M. Ulbrich:
On the Solution of Nonlinear Ill-posed Parameter Identification Problems in Evolution Equations by Application of Continuation Methods to the Tikhonov-regularized Problem
(German).
Dissertation, 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. Riedmueller, S. Schäffler (eds.), Applied Mathematics and Parallel Computing, Festschrift for Klaus Ritter, Physica-Verlag, Heidelberg, 1996.
Address
Department of Computational
and Applied Mathematics (CAAM)
Rice University
6100 S. Main Street - MS 134
Houston, TX 77005-1892
Office: DH 2038
Phone: (713) 348-3336
E-mail:
mulbrich@caam.rice.edu