Picture of Michael Ulbrich

Prof. Dr. rer. nat. Michael Ulbrich

Technical University of Munich

Chair of Mathematical Optimization (Prof. Ulbrich)

Postal address

Postal:
Boltzmannstr. 3
85748 Garching b. München

News

Activities

Research

Research Areas
  • Optimization Theory and Methods
  • Optimal Control and Parameter Identification
  • Numerical Analysis

Publications

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2023

  • Haubner, Johannes; Neumann, Franziska; Ulbrich, Michael: A Novel Density Based Approach for Topology Optimization of Stokes Flow. SIAM Journal on Scientific Computing 45 (2), 2023, A338-A368 more… BibTeX
  • Schaipp, Fabian; Gower, Robert M.; Ulbrich, Michael: A Stochastic Proximal Polyak Step Size. Transactions on Machine Learning Research, 2023 more… BibTeX
  • Schaipp, Fabian; Gower, Robert M.; Ulbrich, Michael: A Stochastic Proximal Polyak Step Size. Transactions on Machine Learning Research, 2023 more… BibTeX

2022

  • Brokate, Martin; Ulbrich, Michael: Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators. SIAM Journal on Optimization 32 (2), 2022, 1265-1287 more… BibTeX
  • Diehl, Elisabeth; Haubner, Johannes; Ulbrich, Michael; Ulbrich, Stefan: Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension. Computational Optimization and Applications, 2022 more… BibTeX
  • Eder, Michael; Skibinski, Sebastian; Ulbrich, Michael: A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps. Optimization and Engineering 24 (2), 2022, 1225-1265 more… BibTeX
  • Eder, Michael; Skibinski, Sebastian; Ulbrich, Michael: A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps. Optimization and Engineering, 2022 more… BibTeX
  • Milz, Johannes; Ulbrich, Michael: An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization. SIAM Journal on Control and Optimization 60 (3), 2022, 1410-1435 more… BibTeX
  • Milz, Johannes; Ulbrich, Michael: Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization. , 2022 more… BibTeX
  • Milzarek, Andre; Schaipp, Fabian; Ulbrich, Michael: A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction. , 2022 more… BibTeX
  • Milzarek, Andre; Schaipp, Fabian; Ulbrich, Michael: A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction. , 2022 more… BibTeX
  • Milzarek, Andre; Xiao, Xiantao; Wen, Zaiwen; Ulbrich, Michael: On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization. Science China Mathematics 65 (10), 2022, 2151-2170 more… BibTeX

2021

  • Garreis, Sebastian; Surowiec, Thomas M.; Ulbrich, Michael: An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures. SIAM Journal on Optimization 31 (1), 2021, 1-29 more… BibTeX
  • Haubner, Johannes; Siebenborn, Martin; Ulbrich, Michael: A Continuous Perspective on Shape Optimization via Domain Transformations. SIAM Journal on Scientific Computing 43 (3), 2021, A1997-A2018 more… BibTeX
  • Hertlein, Lukas; Rauls, Anne-Therese; Ulbrich, Michael; Ulbrich, Stefan: An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems. In: International Series of Numerical Mathematics. Springer International Publishing, 2021 more… BibTeX
  • Ulbrich, Michael; Vexler, Boris: OPTE special issue on PDE-constrained optimization. Optimization and Engineering 22 (4), 2021, 1985-1987 more… BibTeX

2020

  • Haubner, Johannes; Ulbrich, Michael; Ulbrich, Stefan: Analysis of shape optimization problems for unsteady fluid-structure interaction. Inverse Problems 36 (3), 2020, 034001 more… BibTeX
  • Milz, Johannes; Ulbrich, Michael: An Approximation Scheme for Distributionally Robust Nonlinear Optimization. SIAM Journal on Optimization 30 (3), 2020, 1996-2025 more… BibTeX

2019

  • Hertlein, Lukas; Ulbrich, Michael: An Inexact Bundle Algorithm for Nonconvex Nonsmooth Minimization in Hilbert Space. SIAM Journal on Control and Optimization 57 (5), 2019, 3137-3165 more… BibTeX
  • Milzarek, Andre; Xiao, Xiantao; Cen, Shicong; Wen, Zaiwen; Ulbrich, Michael: A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization. SIAM Journal on Optimization 29 (4), 2019, 2916-2948 more… BibTeX

2018

  • Ulbrich, Michael; Bloemen Waanders, Bart van: An introduction to partial differential equations constrained optimization. Optimization and Engineering 19 (3), 2018, 515-520 more… BibTeX

2017

  • Fischer, Michael; Lindemann, Florian; Ulbrich, Michael; Ulbrich, Stefan: Fréchet Differentiability of Unsteady Incompressible Navier--Stokes Flow with Respect to Domain Variations of Low Regularity by Using a General Analytical Framework. SIAM Journal on Control and Optimization 55 (5), 2017, 3226-3257 more… BibTeX
  • Garreis, Sebastian; Ulbrich, Michael: Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs. SIAM Journal on Scientific Computing 39 (1), 2017, A25-A54 more… BibTeX
  • Ulbrich, Michael; Ulbrich, Stefan; Bratzke, Daniela: A Multigrid Semismooth Newton Method for Semilinear Contact Problems. Journal of Computational Mathematics 35 (4), 2017, 486-528 more… BibTeX

2016

  • Albrecht, Sebastian; Ulbrich, Michael: Mathematical programs with complementarity constraints in the context of inverse optimal control for locomotion. Optimization Methods and Software 32 (4), 2016, 670-698 more… BibTeX

2015

  • Boehm, Christian; Ulbrich, Michael: A Semismooth Newton-CG Method for Constrained Parameter Identification in Seismic Tomography. SIAM Journal on Scientific Computing 37 (5), 2015, S334-S364 more… BibTeX
  • Deroo, Frederik; Meinel, Martin; Ulbrich, Michael; Hirche, Sandra: Distributed Stability Tests for Large-Scale Systems With Limited Model Information. IEEE Transactions on Control of Network Systems 2 (3), 2015, 298-309 more… BibTeX
  • Kruse, Florian; Ulbrich, Michael: A Self-Concordant Interior Point Approach for Optimal Control with State Constraints. SIAM Journal on Optimization 25 (2), 2015, 770-806 more… BibTeX
  • Liu, Xin; Wen, Zaiwen; Wang, Xiao; Ulbrich, Michael; Yuan, Yaxiang: On the Analysis of the Discretized Kohn--Sham Density Functional Theory. SIAM Journal on Numerical Analysis 53 (4), 2015, 1758-1785 more… BibTeX
  • Ulbrich, Michael; Wen, Zaiwen; Yang, Chao; Klöckner, Dennis; Lu, Zhaosong: A Proximal Gradient Method for Ensemble Density Functional Theory. SIAM Journal on Scientific Computing 37 (4), 2015, A1975-A2002 more… BibTeX

2014

  • Deroo, Frederik; Meinel, Martin; Ulbrich, Michael; Hirche, Sandra: Distributed control design with local model information and guaranteed stability. IFAC Proceedings Volumes 47 (3), 2014, 4010-4017 more… BibTeX
  • Keuthen, Moritz; Ulbrich, Michael: Moreau–Yosida regularization in shape optimization with geometric constraints. Computational Optimization and Applications 62 (1), 2014, 181-216 more… BibTeX
  • Milzarek, Andre; Ulbrich, Michael: A Semismooth Newton Method with Multidimensional Filter Globalization for $l_1$-Optimization. SIAM Journal on Optimization 24 (1), 2014, 298-333 more… BibTeX
  • Simon, Moritz; Ulbrich, Michael: Adjoint based optimal control of partially miscible two-phase flow in porous media with applications to CO2 sequestration in underground reservoirs. Optimization and Engineering 16 (1), 2014, 103-130 more… BibTeX

2013

  • Benk, Janos; Bungartz, Hans-Joachim; Mehl, Miriam; Ulbrich, Michael: Immersed Boundary Methods for Fluid-Structure Interaction and Shape Optimization within an FEM-Based PDE Toolbox. In: Lecture Notes in Computational Science and Engineering. Springer Berlin Heidelberg, 2013 more… BibTeX
  • Boehm, Christian; Ulbrich, Michael: A Newton-CG Method for Full-Waveform Inversion in a Coupled Solid-Fluid System. In: Lecture Notes in Computational Science and Engineering. Springer Berlin Heidelberg, 2013 more… BibTeX
  • Meinel, Martin; Ulbrich, Michael; Albrecht, Sebastian: A class of distributed optimization methods with event-triggered communication. Computational Optimization and Applications 57 (3), 2013, 517-553 more… BibTeX
  • Simon, Moritz; Ulbrich, Michael: Optimal Control of Partially Miscible Two-Phase Flow with Applications to Subsurface CO2 Sequestration. In: Lecture Notes in Computational Science and Engineering. Springer Berlin Heidelberg, 2013 more… BibTeX
  • Wen, Zaiwen; Milzarek, Andre; Ulbrich, Michael; Zhang, Hongchao: Adaptive Regularized Self-Consistent Field Iteration with Exact Hessian for Electronic Structure Calculation. SIAM Journal on Scientific Computing 35 (3), 2013, A1299-A1324 more… BibTeX

2012

  • Albrecht, Sebastian; Leibold, Marion; Ulbrich, Michael;: A bilevel optimization approach to obtain optimal cost functions for human arm movements. Numerical Algebra, Control & Optimization 2 (1), 2012, 105-127 more… BibTeX
  • Benk, Janos; Ulbrich, Michael; Mehl, Miriam: The Nitsche Method of the Navier Stokes Equations for Immersed and Moving Boundaries. Seventh International Conference on Computational Fluid Dynamics, 2012 more… BibTeX
  • Deroo, Frederik; Ulbrich, Michael; Anderson, Brian D. O.; Hirche, Sandra: Accelerated iterative distributed controller synthesis with a Barzilai-Borwein step size. 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), IEEE, 2012 more… BibTeX

2011

  • Albrecht, S.; Ramirez-Amaro, K.; Ruiz-Ugalde, F.; Weikersdorfer, D.; Leibold, M.; Ulbrich, M.; Beetz, M.: Imitating human reaching motions using physically inspired optimization principles. 2011 11th IEEE-RAS International Conference on Humanoid Robots, IEEE, 2011 more… BibTeX
  • Brandenburg, Christian; Lindemann, Florian; Ulbrich, Michael; Ulbrich, Stefan: Advanced Numerical Methods for PDE Constrained Optimization with Application to Optimal Design in Navier Stokes Flow. In: International Series of Numerical Mathematics. Springer Basel, 2011 more… BibTeX

2010

  • Albrecht, Sebastian; Passenberg, Carolina; Sobotka, Marion; Peer, Angelika; Buss, Martin; Ulbrich, Michael: Optimization Criteria for Human Trajectory Formation in Dynamic Virtual Environments. In: Haptics: Generating and Perceiving Tangible Sensations. Springer Berlin Heidelberg, 2010 more… BibTeX
  • Steffensen, Sonja; Ulbrich, Michael: A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints. SIAM Journal on Optimization 20 (5), 2010, 2504-2539 more… BibTeX

2009

  • Brandenburg, Christian; Lindemann, Florian; Ulbrich, Michael; Ulbrich, Stefan: A Continuous Adjoint Approach to Shape Optimization for Navier Stokes Flow. In: International Series of Numerical Mathematics. Birkhäuser Basel, 2009 more… BibTeX

2007

  • Ulbrich, Michael; Ulbrich, Stefan: Primal-dual interior-point methods for PDE-constrained optimization. Mathematical Programming 117 (1-2), 2007, 435-485 more… BibTeX

2004

  • Hintermüller, Michael; Ulbrich, Michael: A mesh-independence result for semismooth Newton methods. Mathematical Programming 101 (1), 2004 more… BibTeX
  • Ulbrich, Michael; Ulbrich, Stefan; Vicente, Luís N.: A globally convergent primal-dual interior-point filter method for nonlinear programming. Mathematical Programming 100 (2), 2004, 379-410 more… BibTeX

2003

  • Ulbrich, Michael: Constrained optimal control of Navier–Stokes flow by semismooth Newton methods. Systems & Control Letters 48 (3-4), 2003, 297-311 more… BibTeX
  • Ulbrich, Michael; Ulbrich, Stefan: Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function. Mathematical Programming 95 (1), 2003, 103-135 more… BibTeX

2002

  • Scott Collis, S.; Ghayour, Kaveh; Heinkenschloss, Matthias; Ulbrich, Michael; Ulbrich, Stefan: Optimal control of unsteady compressible viscous flows. International Journal for Numerical Methods in Fluids 40 (11), 2002, 1401-1429 more… BibTeX
  • Ulbrich, Michael: Semismooth Newton Methods for Operator Equations in Function Spaces. SIAM Journal on Optimization 13 (3), 2002, 805-841 more… BibTeX

2001

  • Collis, S. Scott; Ghayour, Kaveh; Heinkenschloss, Matthias; Ulbrich, Michael; Ulbrich, Stefan: Numerical Solution of Optimal Control Problems Governed by the Compressible Navier-Stokes Equations. In: Optimal Control of Complex Structures. Birkhäuser Basel, 2001 more… BibTeX
  • Collis, S.; Ghayour, Kaveh; Heinkenschloss, Matthias; Ulbrich, Michael; Ulbrich, Stefan: Towards adjoint-based methods for aeroacoustic control. 39th Aerospace Sciences Meeting and Exhibit, American Institute of Aeronautics and Astronautics, 2001 more… BibTeX
  • Ulbrich, Michael: Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems. SIAM Journal on Optimization 11 (4), 2001, 889-917 more… BibTeX
  • Ulbrich, Michael: On a Nonsmooth Newton Method for Nonlinear Complementarity Problems in Function Space with Applications to Optimal Control. In: Complementarity: Applications, Algorithms and Extensions. Springer US, 2001 more… BibTeX

2000

  • Ulbrich, Michael; Ulbrich, Stefan: Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds. SIAM Journal on Control and Optimization 38 (6), 2000, 1938-1984 more… BibTeX

1999

  • Heinkenschloss, Matthias; Ulbrich, Michael; Ulbrich, Stefan: Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption. Mathematical Programming 86 (3), 1999, 615-635 more… BibTeX
  • Ulbrich, Michael; Ulbrich, Stefan; Heinkenschloss, Matthias: Global Convergence of Trust-region Interior-point Algorithms for Infinite-dimensional Nonconvex Minimization Subject to Pointwise Bounds. SIAM Journal on Control and Optimization 37 (3), 1999, 731-764 more… BibTeX

1996

  • Ulbrich, Michael; Ulbrich, Stefan: Automatic Differentiation: A Structure-Exploiting Forward Mode with Almost Optimal Complexity for Kantorovič Trees. In: Applied Mathematics and Parallel Computing. Physica-Verlag HD, 1996 more… BibTeX

Teaching

Winter term 2023/24

TitleDatesDurationTypeLecturer (assistant)
Analysis 3 (EI)Link4VO
  • M. Ulbrich
  • F. Lindemann
Analysis 3 (EI) (Central Exercise Session)Link2UE
  • M. Ulbrich
  • F. Lindemann
Analysis 3 (EI) (Exercise Session)Link2UE
  • M. Ulbrich
  • F. Lindemann
Nonsmooth Optimization (Exercise Session) [CIT4130020]Link1UE
  • M. Ulbrich
  • F. Schaipp
Nonsmooth Optimization [CIT4130020]Link2VO
  • M. Ulbrich
  • F. Schaipp