Lectures Winter term 2023/2024

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Date: Tuesdays 16:00 in E45

 

  • 24-10-2023: no talk
  • 31-10-2023: Maria Eduarda Pinheiro - Semi-supervised Optimal Decision Trees: Part 2
  • 07-11-2023: Julia Huschens - Beyond the scope of the nonlocal (convection) diffusion operator: Measure-theoretic foundations
  • 14-11-2023: João Vitor Pamplona: An approach to the capacity-constrained clustering problem
  • 21-11-2023: Matthias Schuster: A Short Introduction to Optimal Transport
  • 28-11-2023: Maximilian Würschmidt: Introduction to Pytorch and TorchPhysics
  • 05-12-2023: Fabian Gierens: An Introduction to Stochastic Games
  • 12-12-2023: Yasmine Beck: An Introduction to Transportation Problems
  • 09-01-2024: Ioana Molan: Learning the Follower's Objective Function in Sequential Bilevel Games
  • 16-01-2024: Lukas Kannengießer: An Example of Using Physics-Informed Neural Networks for Surrogate Modeling and Optimization
  • 23-01-2024: Nadiya Khomenko: A new approach to constructing the Taylor series method for the singular initial value problem for ODE
  • 30-01-2024: Sabine Münch: An Introduction to Submodularity
  • 06-02-2024: Lucas Moschen: Approximation Algorithms for Large Matching Problems on Bipartite Graphs
  • 13-02-2024: Andreas Horländer: The math behind the game "Dobble"

Lectures Summer Term 2023

 

Date: Tuesdays 16:15 in E44

  • 25-04-2023: Lukas Kannengießer - Introduction to Parameter Identification in Boundary Value Problems for Fiber Spinning
  • 02-05-2023: Andreas Horländer - An introduction into Branch-and-Bound and Branch-and-Cut
  • 09-05-2023: Yasmine Beck - On Gurobi's Burrito Optimization Game - A Bilevel Extension
  • 16-05-2023: Julia Huschens - A weak maximum prinicple for nonlocal boundary value problems
  • 23-05-2023: Nadiya Khomenko - Algorithmic realization of exact three-point difference scheme for singular Sturm-Liouville problem
  • 06-06-2023: Maximilian Würschmidt - Diffusions in Bounded Domains
  • 13-06-2023: Ioana Molan - Learning the Follower's Objective Function in Sequential Bilevel Games
  • 20-06-2023: Sabine Münch - The submodular maximization problem with an unknown knapsack capacity
  • 27-06-2023: Maria Eduarda Pinheiro - Semi-Supervised Optimal Decision Trees
  • 04-07-2023: Fabian Gierens - An Investment Problem with Incomplete Information
  • 11-07-2023: Lucas Moschen - Lagrangean Relaxation
  • 18-07-2023: João Vitor Pamplona - Fair Machine Learning on Cluster Samples

Lectures Winter Term 2022/2023

Date: Tuesdays 16:15 in E52

  • 25-10-2022: Maximilian Würschmidt - Deep Solvers - Introduction & Examples
  • 08-11-2022: Yasmine Beck - Bilevel Optimization Under Uncertainty – One Step Towards Modeling Bounded Rationality in Hierarchical Decision Making?
  • 15-11-2022: Matthias Schuster - Schwarz Methods for Nonlocal Problems
  • 29-11-2022: Nadiya Khomenko - Exact three-point difference scheme for ordinary differential equations of second order
  • 06-12-2022: Andreas Horländer - Using disjunctive cuts in a branch-and-cut procedure to solve convex integer bilevel programs
  • 13-12-2022: Ioana Molan - Learning the Follower's Objective in Sequential Bilevel Games
  • 10-01-2023: Lucas Moschen - Using a heuristic in the allocation of geocoded statistical information
  • 17.01.2023: Fabian Gierens - Optimal Stopping with Inclomplete Information
  • 24.01.2023: Sabine Münch - Max-Min Greedy-Matching
  • 31.01.2023: Julia Huschens - The Nonlocal Neumann Problem of Generalized Type
  • 07.02.2023: Maria Eduarda Pinheiro - Non-Monotone Line-Search Methods for Convexly Constrained Multi-Objective Optimization Problems

Lectures Summer Term 2022

Date: Tuesdays 16:15 in E52

  • 19-04-2022: Michael Vu - On Nonlocal Neumann Problems
  • 26-04-2022: Luka Schlegel - Shape and Topology Optimization using Levelsets
  • 03-05-2022: Joint presentation by several Siam members  - Programs that make everyday life easier
  • 10-05-2022: Guest speaker Christian Vollmann - Network Structure, Resources, and Working with "Kronos"
  • 17-05-2022: Carina Costa - Computational Techniques for Minimum Sum-of-Squares Clustering, Cardinality-Constrained Optimization, and Robust Clustering Problems
  • 24-05-2022: Yasmine Beck - On How an Affair Can “Solve” Marriage Problems - A Bilevel Optimization Perspective
  • 14-06-2022: Matthias Schuster - Shape Derivative via Average Adjoint Method
  • 21-06-2022: Marius Roland - Exact and  Heuristic Solution Techniques for Mixed Integer Quantile Minimisation Problems
  • 28-06-2022: Maximilian Würschmidt - Sensitivity Question Surveys

Lectures Winter Term 2021/2022

Date: Tuesdays, 16:15 in E52

  • 26-10-2021: Daniel Luft - Introduction to Quasi-Newton Methods for Optimization
  • 09-11-2021: Maximilian Würschmidt - Portfolio Optimization, A duality Approach
  • 23-11-2021: Britta Schmitt - Introduction to Phase-field Methods
  • 30-11-2021: Lena Sembach - An introduction to Support Vector Machines
  • 07-12-2021: Matthias Schuster - On Nonlocal Interface Problems
  • 14-12-2021: Yasmine Beck - How to Solve a Bilevel Problem? - An Overview of Classic Approaches and Possible Pitfalls
  • 21-12-2021: Manuel Klar - Finite Element Tearing and Interconnecting Algorithm
  • 04-01-2021: Anke-Julia Gebhardt - Partially Seperable Functions
  • 11-01-2021: Jonas Jakobs - Portfolio Optimization in Incomplete Markets
  • 25-01-2021: Nadine Stahl - On Kalman Filter
  • 01-02-2022: Marc Harmening - Total Least Square Methods
  • 08-02-2022: Charlotte Cost - Getting Started with MongoDB

Lectures Summer Term 2021

Date: Wednesdays 1115 in Zoom

  • 14-04-2021: Lukas Winkel - A Perfect Strategy for the Game Show »Are You the One?«
  • 21-04-2021: Max Späth - Numerical Approach on Equilibrium Problems
  • 28-04-2021: Marius Roland - An Introduction to ADM and Clustering
  • 05-05-2021: Jonas Jakobs - Introduction to Filtering Theory
  • 12-05-2021: Robin Schrecklinger - Median Finding
  • 19-05-2021: Yasmine Beck - An Introduction to Bilevel Optimization and Interdiction Problems
  • 02-06-2021: Charlotte Cost - A Column Generation-Based Heuristic for Microaggregation
  • 09-06-2021: Carina Costa - Solving the k-means Clustering Problem to Global Optimality
  • 16-06-2021: Michael Vu - Variational Analysis of a Nonlocal Neumann Problem in Comparison to the Local Neumann Problem
  • 23-06-2021: Luka Schlegel - (Controlling) SPH Fluids
  • 30-06-2021: Matthias Schuster - Optimisation-based Local-to-Nonlocal Coupling
  • 07-07-2021: Marc Harmening - Optimization of Expensive Black-Box Functions
  • 14-07-2021: Lukas Mich - Optimal Investment for Retail Investors

Lectures Winter Term 2020/2021

Date: Wednesdays 1100 in Zoom

  • 04-11-2020: Manuel Klar - Linear Elasticity and the Bond Based Peridynamic Model
  • 11-11-2020: Marius Roland - Mixed-Integer Nonlinear Optimization for District Heating Network Expansion
  • 18-11-2020: Britta Schmitt - The Netflix Prize - On Matrix Completion Problems
  • 25-11-2020: Nadine Stahl - Reduced Basis Method
  • 02-12-2020: Kevin Tolle - Extended Group Finite Element Method
  • 09-12-2020: Anke Gebhardt - Block Coordinate Descent Method and ADMM
  • 16-12-2020: Carina Costa - Cardinality-Constrained Portfolio Optimization
  • 06-01-2021: Michael Vu - Vanishing Nonlocality
  • 13-01-2021: Lena Sembach - Trust Region Method and Truncated Conjugate Gradient Method
  • 20-01-2021: Luka Schlegel - Fluid Modelling and Shape Optimization for Coastal Protection
  • 27-01-2021: Lukas Winkel - The Importance of Cutting Planes for Branch-and-Bound Algorithms
  • 03-02-2021: Daniel Luft - Pre-Shape Calculus
  • 10-02-2021: Sarah Hauschild - Introduction to port-Hamiltonian Systems

Lectures Summer Term 2020

Date: Wednesdays, 1100 in  Zoom

  • 13-05-2020: Lukas Mich -  Improving the Training of Neural Networks: A Monte-Carlo Gradient Approach
  • 03-06-2020: Michael Vu -   Variational Analysis of a Nonlocal Neumann Problem
  • 17-06-2020: Carina Costa - Introduction to Robust Optimization - Part 2
  • 08-07-2020: Daniel Hoffmann - Stochastic Particle Systems and Optimization
  • 15-07-2020: Charlotte Cost - Introduction to NP-Completeness and Reductions

Lectures Winter Term 2019/20

Date: Tuesdays, 1615 in E52

  • 05-11-2019: Max Späth - Shell and GIT Basics
  • 12-11-2019: Manuel Klar - Python
  • 19-11-2019: Michael Vu - Nonlocal Neumann Problems
  • 03-12.2019: Lukas Winkel - Branch-and-Bound-Algorithms
  • 10-12-2019: Charlotte Cost - Privacy Disclosure Risks in Statistical Tables
  • 17-12-2019: Britta Schmitt - ALOP-Discussion
  • 14-01-2020: Anke-Julia Gebhardt - Simultaneous Optimal Stratification and Allocation
  • 28-01-2020: Lena Sembach - Gaussian Mixture Models and Riemannian Optimization
  • 04-02-2020: Carina Costa - Robust Optimization
  • 11-02-2020: Marina Leal Palazón - Benders Decomposition

Lectures Summer Term 2019

Date: Tuesdays, 1615 in E52

  • 14-05-2019: Nadine Stahl - State estimators
  • 21-05-2019: Manuel Klar - Hands-on session on Pytorch
  • 28-05-2019: Lukas Mich - Stochastic Optimal Control and Machine Learning
  • 25-06-2019: Bernd Perscheid - On integer programs related to graphs
  • 02-07-2019: Lukas Winkel - TBA
  • 09-07-2019: Robin Schrecklinger - TBA

Lectures Winter Term 2018/19

Date: Tuesdays, 1615 in E44

  • 13-11-2018: Sarah Hauschild - Model Reduction of port-Hamiltonian Differential-Algebraic Systems
  • 04-12-2018: Christian Vollmann - Shape Optimization
  • 11-12-2018: Kevin Tolle - Space-Mapping Approach for Optimization
  • 18-12-2018: Bernd Perscheid - Separation of A-odd cycle inequalities for BoxQP
  • 08-01-2019: Daniel Luft -  Introduction to "FEniCS"
  • 15-01-2019: Daniel Hoffmann - Introduction to Stochastic Differential Equations

Lectures Summer Term 2018

Date: Tuesdays, 1615 in HS1

  • 10-04-2018: Björn Liljegren-Sailer - Model Order Reduction
  • 17-04-2018: Dennis Kreber - Review of the paper "Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions"
  • 24-04-2018: Manuel Klar - Neural Networks
  • 08-05-2018: Yida Zhu - Scheduling Paradox II: SPT vs. LPT
  • 15-05-2018: Nadine Stahl - Modeling of Gas Networks
  • 05-06-2018: Gennadij Heidel - Variablentrennung zur Lösung nichtlokaler Optimalsteuerungsprobleme
  • 26-06-2018: Bernd Perscheid - Untersuchung von Polytopen für das Stabile Mengen Problem
  • 03-07-2018: Robin Schrecklinger - Algorithmic Approach to Linear Regression

Lectures Winter Term 2017/2018

Date: Tuesdays, 1615 in E50

  • 17-Oct-2017: Dennis Kreber - Tutorial on P and NP and an Overview of some NP-hard Problems
  • 24-Oct-2017: Gennadij Heidel - An Introduction to Low-Rank Tensor Decompositions
  • 21-Nov-2017: Laura Somorowsky - Functional Analytic Foundations of PDEs
  • 05-Dec-2017: Yida Zhu - A Scheduling Paradox
  • 12-Dec-2017: Martin Rupp - Kalibrierung in der Survey-Statistik
  • 19-Dec-2017: Claudia Adams - Some aspects of copositive optimization
  • 09-Jan-2018: Bernd Perscheid - Stable Sets, Cliques & Colourings
  • 16-Jan-2018: Daniel Hoffmann - Aspects of Interest Rate Modelling
  • 23-Jan-2018: Patrick Groetzner - Alternating Projection
  • 30-Jan-2018: Julian Wagner - Data Smoothing with Regularized Splines
  • 06-Feb-2018: Mohammad Asim Nomani - Basics of Survey Statistics and Some Robust Formulations

Lectures Summer Term 2017

Date: Tuesdays 4.15 pm in E50 or Mondays or Thursdays 4.15 pm in HS9

  • 09-May-2017 (Tue): Patrick Groetzner - Completely positive matrices - a projection approach
  • 16-May-2017 (Thu): Daniel Hoffmann - Aspects of Pricing Cliquet Options
  • 13-Jun-2017 (Tue): Christina Schenk - An efficient control strategy for saving energy during wine fermentation illustrated by several case studies
  • 18-Jul-2017 (Tue): Gennadij Heidel - A Riemannian trust-region method for low-rank tensor completion

Lectures Winter Term 2016/2017

Date: Tuesday 4.15 pm, E45

  • 08-Nov-2016: Christian Vollmann - Symplectic Integration of Geodesics
  • 22-Nov-2016: Mohammad Asim Nomani - A Fuzzy Programming Algorithm and Models for Decentralized Bi level Multiobjective Supplier Selection Problem
  • 13-Dec-2016: Julian Wagner - Nonparametric Small Area Estimation with Shape-Constraints
  • 17-Jan-2017: Stephen Raach - Combinatorial Auctions with Gross Substitutes Valuations
  • 31-Jan-2017: Yida Zhu - Data Correcting Approach for Max of Submodular Function
  • 07-Feb-2017: Bernd Perscheind - Wheel Inequalities and Extended Formulations
  • 14-Feb-2017: Martin Rupp - Optimal Multivariate and Multi-Domain Allocation under Box-Constraints

Lectures Summer Term 2016

Date: Tuesday 4.15 pm, E50

  • 12-Apr-2016: Gennadij Heidel - Preconditioners for boundary control problems in the dynamics of incompressible fluids
  • 19-Apr-2016: Dennis Kreber - Discrete optimization of a hot-deck imputation using b-matchings
  • 26-Apr-2016: Claudia Adams - Strong duality of linear conic problems
  • 03-May-2016: Dominick Gallo - Response surface models for big data and optimization of expensive black-box functions
  • 31-May-2016: Christina Schenk - Model predictive control for energy conservation during wine fermentation
  • 14-Jun-2016: Bernd Perscheid - About stable sets and extended formulations
  • 12-Jul-2016: Yida Zhu - Watermelon, melon peel and oriented matroid
  • 18-Aug-2016 (Thursday): Kathrin Hatz (Bayer AG) - Mathematics in industry in HS9

Lectures Winter Term 2015/2016

Date: Tuesday 4.15 pm, E10

  • 05-Jan-2016: Laura Somorowsky - The spatial Ramsey model
  • 26-Jan-2016: Julian Wagner - Nonlinear Small-Area Estimations in E44
  • 02-Feb-2016: Martin Rupp - Optimal allocation in stratified sampling designs in E44

Lectures Summer Term 2015

Date: Tuesday 4.15 pm, E44

  • 05-May-2015: Vanja Nikolić (Universität Klagenfurt) - On some mathematical aspects of nonlinear acoustics: well-posedness, interface coupling and shape optimization
  • 12-May-2015: Martin Siebenborn - HPC methods for structured inverse modeling in diffusive processes
  • 19-May-2015: Marina Schneider, Sabrina Rogg (Universität Konstanz) und Stefan Trenz (Universität Konstanz) - Minisymposium on Reduced Order Models
  • 30-Jun-2015: Patrick Groetzner - Representations of the interior of the completely positive cone                                                                                                                
  • 30-Jun-2015: Duy-Van Nguyen - On completely positive modeling of quadratic problems
  • 14-Jul-2015: Heinz Zorn - Numerical results and comparison of two methods regarding the optimization of the fiber orientation in fiber composite materials (3.15 pm in HS 8)

Lectures Winter Term 2014/2015

Date: Tuesday 4.15 pm, N3

  • 25-Nov-2014: Julian Wagner - The Bernstein-Walsh-Theorem
  • 02-Dec-2014: Heinz Zorn - Optimierung der Ausrichtung von orthotropen Materialien in 3D Schalenkonstruktionen basierend auf einem analytischen Optimalitätskriterium
  • 16-Dec-2014: Martin Rupp - Balanced Sampling - the cube method
  • 06-Jan-2015: Laura Somorowsky - Ramsey- Modell
  • 06-Jan-2015: Christina Müller - Bat
  • 13-Jan-2015: Bernd Perscheid - Cycle Detection in Graphs & Digraphs
  • 10-Feb-2015: Philip Rosenthal - Optimierung von Algorithmen zur Schätzung von robusten Spatial Small Area Modellen
  • 24-Feb-2015 um 10:15 in E 44: Bolor Jargalsaikhan (Universität Groningen) - Genericity and stability in linear conic programming

Lectures Summer Term 2014

Date: Tuesday, 16:15 h

  • 06-May-2014: Lutz Gross  (University of Queensland)
  • 17-Jun-2014: Heinz Zorn - Optimization of the Fiber Orientation in Unidirectional Fiber-Reinforced Composites
  • 01-Jul-2014: Mourad Naffouti (Universite de Tunis-El Manar) - A Spectral Property of Copositive Matrices and Applications
  • 08-Jul-2014: Dirk Thomas - Complexity of Resource Constrained Matching
  • 15-Jul-2014: Sandra Hoffmann (CRP Henri Tudor Luxemburg) - Extended Shape Optimization by the Level Set Method
  • 22-Jul-2014: Kathrin Welker - Riemannian Metrics and Optimization on the Shape Space

Lectures winter term 2013/2014

Date: Tuesday, 16:15 h, P12

  • 15.10.2013: Egbert van der Veen (University of Twente and ORTEC) - Personnel Preferences in Personnel Planning and Scheduling (talk will take place in E 52)
  • 05.11.2013: Prof. Dr. Volker Schulz - Shape Optimization from a Riemannian Perspective
  • 10.12.2013: Christina Schenk - Modeling of the wine fermentation process
  • 21.01.2014: Prof. Dr. Hans-Jürgen Bandelt (Uni Hamburg) - "Eine mathematische Dualität und ihre Anwendung in der Humangenetik"
  • 28.01.2014: Prof. Dr. Rainer Tichatschke - Numerische Aspekte zur Lösung von Variationsproblemen(talk will take place in E 44

Lectures summer term 2013

Date: Tuesday, 16:15 h, E 52

  • 15.04.2013: Masoumeh Mohammadi (Universität Würzburg) - Conservative and accurate schemes for a Fokker-Planck optimal control system
  • 23.04.2013: Roland Stoffel - Multidisciplinary Shape and Topology Optimization
  • 30.04.2013: Julia Sponsel - A new algorithm to solve standard quadratic optimization problems
  • 28.05.2013: Marina Schneider - Reduced Order Models For The Implied Variance Under Local Volatility
  • 18.06.2013: Christine Edman - Solution methods for expensive optimization problems
  • 25.06.2013: Lukas Zimmer - Necessary Optimality Conditions for Partial Integrodifferential Equations
  • 16.07.2013: Martin Siebenborn 
  • 23.07.2013: Bastian Groß -  Introductory notes on Backward Stochastic Differential Equations

Lectures winter term 2012/2013

Date: Tuesday, 16:15 h, E 52

Invited Speaker

  • 16.10.2012, 16:15 h, E 52:
    Dr. Cristian Dobre (Univ. Groningen, Netherlands) - Symmetry reduction in approximation hierarchies for combinatorial problems

abstract

  • 30.10.2012, 16:15 h, E 52:
    Prof. Dr. Abdel Lisser (Univ. Paris Sud, France)  - Optimizing with probabilistic constraints

abstract

Lectures summer term 2012

Date: Tuesday, 16:15 h, HS 6

  • 12.06. + 13.06.: David Bartl (University of Ostrava, Tschechien) - Farkas' Lemma and linear programming in infinite-dimensional spaces
  • 10.07.2012: Ulf Friedrich - Generating Functions and Optimization
  • 17.07.2012: Duy-Van Nguyen - Standard-Quadratic Programming

Invited Speaker

  • 11.06.2012, 14:15 h, HS 5:
    Prof. Dr. Dr. h.c. Rolf Rannacher (Ruprecht-Karls-Universität Heidelberg)- Adaptivität in der Finite-Elemente-Methode: a posteriori Fehlerschätzung, Gitteradaption und darüber hinaus

Lectures winter term 2011/2012

Date: Tuesday, 16:15 h, HS 9

  • 25.10.2011: Matthias Wagner - Calibration of Estimator-Weights via Semismooth Newton Method
  • 02.11.2011: Peter Dickinson (University of Groningen) - The Cone of Completely Positive Matrices
  • 08.11.2011: Roland Stoffel - Transient Thermo-Elastic Shape Optimization of Hotplates
  • 15.11.2011: Jannis Dimitriadis - Intervallarithmetische Berechnung von Wahrscheinlichkeiten in verschiedenen diskreten Modellen
  • 29.11.2011: Marina Schneider - Calibration of Local Stochastic Volatility Models
  • 13.12.2011: Julia Sponsel - tba
  • 20.12.2011: Cristian Dobre (University of Groningen) - Stability number of infinite graphs via infinite copositive programming
  • 10.01.2012: Martin Siebenborn - Discontinuous Galerkin Methods in High Performance Computing
  • 24.01.2012: Christine Edman - Globale Optimierung von teuren Funktionen
  • 07.02.2012: Andreas Krämer und Marco Hülsmann (Fraunhofer Institute for Algorithms and Scientific Computing (SCAI)) - Kalibrierung molekularer Kraftfelder mithilfe der Kombination von effizienten globalen und lokalen Optimierungsverfahren
  • 14.02.2012: Benjamin Rosenbaum - Efficient Response Surface Methods Based on Generic Surrogate Models

Invited Speaker

  • 20.09.2011, 16:15 h, HS 9:
    Prof. Dr. O. Pironneau (Université Paris VI)-POD for Complex Black-Scholes Equations
    abstract (pdf)
     
  • 07.11.2011, 16:15 Uhr, B22:
    Jun.-Prof. Winnifried Wollner (Universität Hamburg)-Einführung in adaptive Finite Elemente Methoden und a posteriori Fehlerschätzung

Invited Speaker

  • 04.08.2011, 16:15 h, HS9:
    Prof. Dr. M. Heinkenschloss (Rice University, Houston USA) -Discretization of Advection Dominated Optimal Control Problems
    abstract (pdf)
     
  • 05.07.2011, 16:15 h, E44:
    Prof. Hans De Sterck (University of Waterloo, Canada) - Extending GMRES to Nonlinear Optimization: Application to Tensor Approximation
    abstract (pdf)
     
  • 13.05.2011, 10:15 h, E52:
    Prof. Dr. C. Kelley (North Carolina State University, USA) - Sparse Interpolatory Models for Molecular Dynamics Computations
    abstract (pdf)

Lectures summer term 2011

  • 29.03.2011: Eddie Wadbro (Umeå University) - Efficient Loudspeaker Horn Design
  • 26.04.2011: Martin Siebenborn - DG-methods
  • 10.05.2011: Dr. Stephan Schmidt - Numerical shape optimization based on shape calculus
  • 07.06.2011: Bastian Groß - Optimization under SDE-constraints
  • 09.06.2011: Ulf Friedrich - Generating Functions and Integer Programming
  • 28.06.2011: Christian Wagner - A domain decomposition method for optimal control problems
  • 15.08.2011: Stefan Takacs (Universität Linz) - All-at-once multigrid methods for optimal control problems
  • 21.09.2011: Dishi Liu (DLR Braunschweig) - Uncertainty quantification by surrogate models of TAU

Invited Speaker

  • 09.11.2010, 16:15 h, E52:
    Prof. Dr. J. Gwinner (Universität der Bundeswehr München) -
    Variational Inequalities and Constrained Optimization Problems from Operations Research and Contact Mechanics
    abstract (pdf)
     
  • 23.11.2010, 16:15 h, HS 10:
    Prof. Dr. R. Hemmecke (Technische Universität München) - Integer programming in fixed dimension
    abstract (pdf)

Lectures winter term 2010/2011

  • 26.10.2010: Roland Stoffel - Aeroelastic Shape & Topology Optimization
  • 16.11.2010: Matthias Schu - Calibration with Model Reduction through POD
  • 30.11.2010: Xuancan Ye - Preconditioning for a PIDE in Finance
  • 07.12.2010: Matthias Wagner - Numerical Solution of Optimal Allocation Problems in Stratified Sampling Under Box Constraints
  • 14.12.2010: Benjamin Rosenbaum - Surrogate Models for Aerodynamic Functions
  • 01.02.2011: Dirk Thomas - Realtime Algorithms for Vehicle Routing

Invited Speaker

  • 28.09.2010, 16:15 h, E52:
    Prof. Zaslavski (Technion Haifa) -
    Convergence of a proximal point method in the presence of computational errors in Hilbert spaces

Lectures summer term 2010

  • 13.04.2010: Britta Janssen (TU Cottbus) - Ein effizientes "Exponential Time Differencing" Verfahren für nichtlineare Reaktions-Diffusions Probleme
  • 27.04.2010: Prof. Dr. S. deVries - Cycles: The return of the matroid
  • 04.05.2010: Nils Langenberg - On two solution methods for Nash equilibrium problems
  • 08.06.2010: Christian Wagner - Optimization with PDE-constraint via the Adjoint Equation on Stream-Processors
  • 06.07.2010: Christina Jager - Logarithmic-quadratic Proximal Auxiliary Problem method using the Bundle-idea to solve monotone multivalued variational inequalities
  • 13.07.2010: Nacht der Wissenschaft

Invited Speaker

  • 19.01.10
    Prof. K.C. Giannakoglou (
    National Technical University of Athens) - Recent Research Activities in Aerodynamic Shape Optimization: New Adjoint Formulations & GPU-enabled CFD Tools

Lectures winter term 09/10

  • 10.11.09: Nils Langenberg - Pseudomonotone Operators and the Bregman Proximal Point Algorithm
  • 24.11.09: Prof. Dr. Sven de Vries - Ascending Auctions for (Integral Poly)Matroids with Concave Nondecreasing Separable Values
  • 05.01.10: Prof. Dr. Ekkehard Sachs - On the Bramble-Pasciak-Preconditioner
  • 09.02.10: Prof. Dr. Rainer Tichatschke - Elliptic regularization applied to variational inequalities in mathematical physics - Minimal Surface Problems and Convection-Diffusion Problems
  • 23.02.10: Sebastian Sager (IWR Heidelberg) - Nonlinear Mixed-Integer Optimal Control - A (biased) Overview

Invited Speaker

  • 09.09.09:
    Prof. Mike Giles (University of Oxford)- Multilevel Monte Carlo path simulation

    abstract (pdf)

Lectures summer term 09

  • 16.06.09: Bastian Groß - Improved Monte-Carlo Convergence using Predictor-Corrector Schemes
  • 23.06.09: Timo Hylla - Monotonicity Preserving Inexact Newton Methods
  • 30.06.09: Christina Jager, Nils Langenberg - Extended Auxiliary Problem Principle and Numerical Examples
  • 14.07.09: Martin Siebenborn - Computational Fluid Dynamics on GPUs
  • 20.08.09: Andre Lörx - Calibration of Local Volatility Models
  • 01.09.09: Mario Annunziato (Universität Salerno) - Numerical solution of the Liouville Master Equation for Piecewise Deterministic Processes
     

Lectures winter term 08/09

  • 11.11.08: Christoph Käbe - Efficient Monte-Carlo Calibration of Financial Market Models
  • 18.11.08: Christina Jager, Nils Langenberg - Introduction to Variational Inequalities and the Auxiliary Problem Principle
  • 25.11.08: Nils Langenberg - An extension of the Auxiliary Problem Principle
  • 09.12.08: Mattias Schu - Reduced Order Models in Finance
  • 06.01.09: Roland Stoffel - Robust Shape Optimization Using Shape Derivatives
  • 12.01.09: Jochen Geiter - Hedging mit Optionen und Futures bei Preisunsicherheiten
  • 20.01.09: Martin Vogt - Small Area Estimation in the German census 2011
  • 10.02.09: Hanna Ilesan - Mathematical Program with Equilibrium Constraints (MPEC)
  • 03.03.09: Jens Saak (TU Chemnitz) - Numerical Methods for linear quadratic regulator systems with parabolic PDEs