Ekkehard W. Sachs

Affiliations:
  • University of Trier, Department of Mathematics, Germany


According to our database1, Ekkehard W. Sachs authored at least 34 papers between 1986 and 2021.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

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Bibliography

2021
A generalized worst-case complexity analysis for non-monotone line searches.
Numer. Algorithms, 2021

2017
On the worst-case evaluation complexity of non-monotone line search algorithms.
Comput. Optim. Appl., 2017

2015
Superlinear Convergence of Krylov Subspace Methods for Self-Adjoint Problems in Hilbert Space.
SIAM J. Numer. Anal., 2015

2013
Gradient Computation for Model Calibration with Pointwise Observations.
Proceedings of the Control and Optimization with PDE Constraints, 2013

2012
Calibration of estimator-weights via semismooth Newton method.
J. Glob. Optim., 2012

Parameter identification in financial market models with a feasible point SQP algorithm.
Comput. Optim. Appl., 2012

2010
Preconditioned Conjugate Gradient Method for Optimal Control Problems with Control and State Constraints.
SIAM J. Matrix Anal. Appl., 2010

2009
Inexact Kleinman-Newton Method for Riccati Equations.
SIAM J. Matrix Anal. Appl., 2009

Robust static hedging of barrier options in stochastic volatility models.
Math. Methods Oper. Res., 2009

Adjoint-based Monte Carlo calibration of financial market models.
Finance Stochastics, 2009

2008
Mesh Independence of Kleinman--Newton Iterations for Riccati Equations in Hilbert Space.
SIAM J. Control. Optim., 2008

2006
Approximations and Mesh Independence for LQR Optimal Control.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2002
Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates.
SIAM J. Numer. Anal., 2002

Managing POD models by optimization methods.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2000
An Indefinite Preconditioner for KKT Systems Arising in Optimal Control Problems
Universität Trier, Mathematik/Informatik, Forschungsbericht, 2000

A Lagrangian Method for Solving the Optimal Output Feedback Design Problem
Universität Trier, Mathematik/Informatik, Forschungsbericht, 2000

Optimal Control of the Sterilization of Prepackaged Food.
SIAM J. Optim., 2000

Semidefinite Programming Techniques for Reduced Order Systems with Guaranteed Stability Margins.
Comput. Optim. Appl., 2000

1999
Approximation of the Newton Step by a Defect Correction Process
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1999

A Trust Region Method for Parabolic Boundary Control Problems.
SIAM J. Optim., 1999

1996
Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1996

1995
Global Convergence of Inexact Reduced SQP Methods
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1995

Convergence Rate of the Augmented Lagrangian SQP Method
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1995

Computational Design of Optimal Output Feedback Controllers
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1995

Local Convergence of the Symmetric Rank-One Iteration
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1995

Local Convergence of SQP Methods in Semi-Infinite Programming.
SIAM J. Optim., 1995

Inexact primal-dual interior point iteration for linear programs in function spaces.
Comput. Optim. Appl., 1995

1994
Multilevel Algorithms for Constrained Compact Fixed Point Problems.
SIAM J. Sci. Comput., 1994

1993
Pointwise Broyden Methods.
SIAM J. Optim., 1993

1992
Numerical solution of a nonlinear parabolic control problem by a reduced SQP method.
Comput. Optim. Appl., 1992

1991
Fast Algorithms for Compact Fixed Point Problems with Inexact Function Evaluations.
SIAM J. Sci. Comput., 1991

A New Proof of Superlinear Convergence for Broyden's Method in Hilbert Space.
SIAM J. Optim., 1991

1990
Approximate Quasi-Newton Methods.
Math. Program., 1990

1986
Broyden's method in Hilbert space.
Math. Program., 1986


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