Ekkehard W. Sachs

According to our database1, Ekkehard W. Sachs authored at least 33 papers between 1986 and 2017.

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

Timeline

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Bibliography

2017
On the worst-case evaluation complexity of non-monotone line search algorithms.
Comp. Opt. and Appl., 2017

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

2012
Calibration of estimator-weights via semismooth Newton method.
J. Global Optimization, 2012

Parameter identification in financial market models with a feasible point SQP algorithm.
Comp. Opt. and Appl., 2012

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

2009
Inexact Kleinman-Newton Method for Riccati Equations.
SIAM J. Matrix Analysis Applications, 2009

Robust static hedging of barrier options in stochastic volatility models.
Math. Meth. of OR, 2009

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

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

2002
Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates.
SIAM J. Numerical Analysis, 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 Journal on Optimization, 2000

Semidefinite Programming Techniques for Reduced Order Systems with Guaranteed Stability Margins.
Comp. Opt. and 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 Journal on Optimization, 1999

Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems.
SIAM J. Control and Optimization, 1999

1998
Local Convergence of the Symmetric Rank-One Iteration.
Comp. Opt. and Appl., 1998

1997
Computational Design of Optimal Output Feedback Controllers.
SIAM Journal on Optimization, 1997

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 Journal on Optimization, 1995

Inexact primal-dual interior point iteration for linear programs in function spaces.
Comp. Opt. and Appl., 1995

1994
Multilevel Algorithms for Constrained Compact Fixed Point Problems.
SIAM J. Scientific Computing, 1994

1993
Pointwise Broyden Methods.
SIAM Journal on Optimization, 1993

1992
Numerical solution of a nonlinear parabolic control problem by a reduced SQP method.
Comp. Opt. and Appl., 1992

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

A New Proof of Superlinear Convergence for Broyden's Method in Hilbert Space.
SIAM Journal on Optimization, 1991

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

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


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