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List of Publications

bib.pdf
Nr. Author / Title
1 E. W. Sachs. Differenzierbarkeit in der Optimierungstheorie und Anwendung auf Kontrollprobleme. Doktorarbeit, Technische Hochschule Darmstadt, Germany, 1975.
2 E. W. Sachs. Computation of Bang-Bang-controls and lower bounds for a parabolic boundary-value control problem. In W. Oettli and K. Ritter, editors, Optimization and Operations Research, Oberwolfach 1975, volume 117 of Lect. Notes Econ. Math Systems, pages 247-257. Springer, 1976.
3 E. W. Sachs. Computation of lower bounds of an optimal control problem via homogeneous programming. Methods of Operations Research, 25:406-414, 1977.
4 K. Glashoff and E. W. Sachs. On theoretical and numerical aspects of the bang-bang principle. Numer. Math., 29:93-113, 1977.
5 E. Sachs. A parabolic control problem with a boundary condition of the Stefan-Boltzmann type. Z. Angew. Math. Mech., 58:443-449, 1978.
6 B. Artmann, W. Peterhänsel, and E. W. Sachs. Beispiele und Aufgaben zur Linearen Algebra. Bibliographisches Institut, Mannheim-Wien-Zürich, 1978.
7 E. W. Sachs. Optimal control of a parabolic boundary value problem. In J. Stoer, editor, Optimization Techniques, Proceed. of 8th IFIP Conf., Part I, volume 6 of Lect. Notes Control and Inform. Sc., pages 353-361. Springer, 1978.
8 E. W. Sachs. Optimal control of a class of integral equations. In B. Korte R. Henn and W. Oettli, editors, Optimization and Operations Research, Proceed. Bonn 1977, volume 157 of Lect. Notes Econ. and Math. Systems, pages 223-231. Springer, 1978.
9 E. W. Sachs. Nonstationary control of parabolic differential equations. Methods of Operations Research, 28:196-210, 1978.
10 E. W. Sachs. Differentiability in optimization theory. Math. Operationsforsch. Statist., Ser. Optim., 9:497-513, 1978.
11 W. Krabs and E. W. Sachs. Controllability of distributed parameter systems. Z. Angew. Math. Mech., 59:T103-T105, 1979.
12 E. W. Sachs. Quasi-Newton Methoden in der Kontrolltheorie. Habilitationsschrift, Technische Hochschule Darmstadt, 1980.
13 E. W. Sachs and G. Schmidt. On reachable states in boundary control for the heat equation, and an associated problem. Appl. Math. Optimization, 7:225-232, 1981.
14 R. Martin and E. W. Sachs. Positive control for quasimonotone systems of differential equations. J. Math. Anal. Appl., 84:584-594, 1981.
15 W. A. Gruver and E. Sachs. Algorithmic Methods In Optimal Control. Pitman, London, 1980.
16 E. W. Sachs. Quasi-Newton methods for a class of nonsmooth constrained optimization problems. In System Modelling and Optimization, Proceed. 10th IFIP Conf., volume 38 of Lect. Notes Contr. and Inform. Sc., pages 548-556. Springer, 1982.
17 E. W. Sachs. An application of duality theory to control-approximation problems. J. Approx. Theory, 35:99-110, 1982.
18 E. W. Sachs. Optimal control problems in diffusion processes with a nonsmooth nonlinear boundary condition. Math. Methods Appl. Sc., 5:117-130, 1983.
19 E. W. Sachs. Characterizations of Bang-Bang-principles. Nonlinear Anal., 7:419-430, 1983.
20 E. Sachs. Global convergence of quasi-Newton-type algorithms for some nonsmooth optimization problems. J. Optim. Theory Applic., 40:201-219, 1983.
21 J. C. Dunn and E. W. Sachs. The effect of perturbations on the convergence rates of optimization algorithms. Appl. Math. Optimization, 10:143-147, 1983.
22 E. W. Sachs. Newton's method for singular constrained optimization problems. Appl. Math. Optimization, 11:247-276, 1984.
23 E. Sachs. Convergence rates of quasi-Newton methods for some nonsmooth optimization problems. SIAM J. Control and Optimization, 23:401-418, 1985.
24 C. T. Kelley and E. W. Sachs. Broyden's method for approximate solution of nonlinear integral equations. J. Integral Eqs., 9:25-44, 1985.
25 E. W. Sachs. Rates of convergence of adaptive Newton methods. J. Optim. Theory Applic., 48:175-190, 1986.
26 J. Jahn and E. W. Sachs. Generalized convex mappings and vector optimization. SIAM J. Control and Optimization, 24:306-322, 1986.
27 E. Sachs. Broyden's method in Hilbert space. Math. Programming, 35:71-82, 1986.
28 C. T. Kelley and E. W. Sachs. A quasi-Newton method for elliptic boundary value problems. SIAM J. Numer. Anal., 24:516-531, 1987.
29 C. T. Kelley and E. W. Sachs. Quasi-Newton methods and unconstrained optimal control problems. SIAM J. Control and Optimization, 25:1503-1517, 1987.
30 C. T. Kelley and E. W. Sachs. Applications of quasi-Newton methods to pseudoparabolic control problems. In K.-H. Hoffmann and W. Krabs, editors, Optimal Control of Partial Differential Equations II - Theory and Applications, May, 1986, volume 78 of Int. Series Num. Math., Basel, 1987. Birkhäuser.
31 C. T. Kelley and E. W. Sachs. A pointwise quasi-Newton method for unconstrained optimal control problems. Numer. Math., 55:159-176, 1989.
32 M. Heinkenschloß and E. W. Sachs. The role of growth rates for Gauß-Newton methods and parameter identification problems. In A. El Jai and M. Amouroux, editors, Fifth Symposium on Control of Distributed Parameter Systems, pages 79-84, 1989.
33 C. T. Kelley and E. W. Sachs. Approximate quasi-Newton methods. Mathematical Programming, ser. B, 48:41-70, 1990.
34 E. W. Sachs. Convergence of algorithms for perturbed optimization problems. Annals of Operations Research, 27:311-342, 1990.
35 C. T. Kelley and E. W. Sachs. A new proof of superlinear convergence for Broyden's method in Hilbert space. SIAM J. Optimization, 1:146-150, 1991.
36 C. T. Kelley and E. W. Sachs. Fast algorithms for compact fixed point problems with inexact function evaluations. SIAM J. Scientific and Stat. Computing, 12:725-742, 1991.
37 C. T. Kelley, E. W. Sachs, and B. Watson. A pointwise quasi-Newton method for unconstrained optimal control problems, II. J. Optim. Theory Applic., 71, 1991.
38 F.-S. Kupfer and E. W. Sachs. A prospective look at SQP methods for semilinear parabolic control problems. In K.-H. Hoffmann and W. Krabs, editors, Optimal Control of Partial Differential Equations, Irsee 1990, volume 149 of Lect. Notes in Control and Inform. Sciences, pages 143-157. Springer, 1991.
39 C. T. Kelley and E. W. Sachs. Mesh independence of Newton-like methods for infinite dimensional problems. J. of Integral Equations and Applic., 3:549-573, 1991.
40 M. Heinkenschloß, M. Laumen, and E. W. Sachs. Gauß-Newton methods with grid refinement. In W. Desch, F. Kappel, and K. Kunisch, editors, Estimation and Control of Distributed Parameter Systems, Vorau 1990, volume 100 of Int. Series Num. Math., pages 161-174, Basel, Boston, Berlin, 1991. Birkhäuser.
41 C. T. Kelley and E. W. Sachs. Mesh independence of the gradient projection method for optimal control problems. SIAM J. Control and Optimization, 30:477-493, 1992.
42 E. W. Sachs. Topics in modern computational methods for optimal control problems. In W. Krabs and J. Zowe, editors, Modern Methods of Optimization, Bayreuth, 1990, volume 378 of Lect. Notes in Econ. and Mathem. Systems, pages 313-348. Springer, 1992.
43 P. Gritzmann, R. Hettich, R. Horst, and E. Sachs, editors. Operations Research '91. Physica-Verlag, 1992.
44 F.-S. Kupfer and E. W. Sachs. Numerical solution of a nonlinear parabolic control problem by a reduced SQP method. Computational Optimization and Applications, 1:113-135, 1992.
45 C. T. Kelley and E. W. Sachs. Multilevel algorithms for constrained optimal control problems. In Proceedings of Copper Mountain Conference on Iterative Methods, Copper Mountain, 1992.
46 K. Kunisch and E. W. Sachs. Reduced SQP methods for parameter identification problems. SIAM J. Numer. Anal., 29:1793-1820, 1992.
47 C. T. Kelley and E. W. Sachs. Pointwise Broyden methods. SIAM J. Optimization, 3:423-441, 1993.
48 F.-S. Kupfer and E. W. Sachs. Reduced SQP methods for nonlinear heat conduction problems. In R. Bulirsch, A. Miele, J. Stoer, and K. H. Well, editors, Optimal Control, Oberwolfach 1991, volume 111 of Int. Series Num. Math., pages 145-160. Birkhäuser, 1993.
49 C. T. Kelley and E. W. Sachs. Multilevel algorithms for constrained compact fixed point problems. SIAM J. Scientific and Stat. Computing, 15:645-667, 1994.
50 F. Leibfritz and E. W. Sachs. Numerical solution of parabolic state constrained control problems using SQP- and interior-point-methods. In W. W. Hager, D. W. Hearn, and P. M. Pardalos, editors, Large Scale Optimization: State of the Art, pages 251-264. Kluwer, 1994.
51 E. W. Sachs. Control applications of reduced SQP methods. In R. Bulirsch and D. Kraft, editors, Computational Optimal Control, volume 115 of Int. Series Num. Math., pages 89-104. Birkhäuser, 1994.
52 M. Heinkenschloss and E. W. Sachs. Numerical solution of a constrained control problem for a phase field model. In W. Desch, F. Kappel, and K. Kunisch, editors, Conference on Control and Estimation of Distributed Parameter Systems: Nonlinear Phenomena, volume 118 of Int. Series Num. Math., pages 171-187, Basel, Boston, Berlin, 1994. Birkhäuser.
53 C. T. Kelley and E. W. Sachs. Solution of optimal control problems by a pointwise projected Newton method. SIAM J. Control and Optimization, 33:1731-1757, 1995.
54 G. Gramlich, R. Hettich, and E. Sachs. SQP-methods for semi-infinite programming. SIAM J. Optimization, 5:641-658, 1995.
55 S. Ito, C. T. Kelley, and E. W. Sachs. Inexact primal-dual interior point iteration for linear programs in function spaces. Computational Optimization and Applications, 4:189-202, 1995.
56 H. Jäger, E. W. Sachs, H. Heidemüller, F. Maschler, H. Klammer, and G. Woelk. Optimization methods in the process control of industrial furnaces. In M. Gunzburger, J. Borggaard, J. Burkardt and J. Peterson, editors, Optimal Design and Control, volume 19 of Progress in Systems and Control Theory, pages 215-228. Birkhäuser, 1995.
57 F. Leibfritz and E. Sachs. SQP interior point methods for parabolic control problems. In E. Casas, editor, Control of Partial Differential Equations and Applications, volume 174 of Lect. Notes in Pure and Appl. Mathematics, pages 181-192. Marcel Dekker, 1995.
58 M. Laumen and E. W. Sachs. Concepts of Newton and quasi-Newton methods for optimal shape design problems. Control and Cybernetics, 25:895-916, 1996.
59 D. Kleis and E. W. Sachs. Optimierung der industriellen Sterilisierung von Lebensmitteln mittels mathematischer Verfahren. Technical Report 344, KIN Mitteilungen, 1996.
60 T. Rautert and E. W. Sachs. Computational design of output feedback controllers. SIAM J. Optimization, 7:837-852, 1997.
61 H. Jäger and E. W. Sachs. Global convergence of inexact reduced SQP methods. Optimization, Methods and Software, 7:83-110, 1997.
62 D. Kleis and E. W. Sachs. Convergence rate of the augmented Lagrangian SQP method. J. Optim. Theory Applic., 95:49-74, 1997.
63 E.W. Sachs, H. Jäger, H. Heidemüller, H. Klammer, F. Maschler, and G. Woelk. Prozeßoptimierung bei Industrieöfen. In T. Lohmann K.-H. Hoffmann, W. Jäger and Schunck, editors, Mathematik - Schlüsseltechnologie für die Zukunft, pages 501-511. Springer-Verlag, 1997.
64 P. Gritzmann, R. Horst, E. Sachs, and R. Tichatschke, editors. Recent Advances in Optimization, volume 452 of Lect. Notes in Econ. Mathem. Systems. Springer-Verlag, 1997.
65 D. Kleis and E. W. Sachs. A modification of SQP methods with slack variables. Technical report, Universität Trier, Germany, 1997.
66 M. Fahl and E. W. Sachs. Modern optimization methods for structural optimization under flutter constraints. In E. Cliff, J. Borggaard, J. Burns and S. Schreck, editors, Computational Methods for Optimal Design and Control, volume 24 of Progress in Systems and Control Theory, pages 137-150. Birkhäuser, 1998.
67 B. B. King and E. W. Sachs. Optimization techniques for stable reduced order controllers for partial differential equations. In W.W. Hager and P.M. Pardalos, editors, Optimal Control: Theory, Algorithms, and Applications, pages 278-297. Kluwer, 1998.
68 C. T. Kelley and E. W. Sachs. Local convergence of the symmetric rank-one iteration. Computational Optimization and Applications, 9:43-63, 1998.
69 E. W. Sachs. Semi-infinite programming in control. In J.-J. Rückmann and R. Reemtsen, editors, Semi-Infinite Programming, pages 389-411. Kluwer, 1998.
70 E. Arian, A. Battermann, and E. W. Sachs. Approximation of the Newton step by a defect correction process. Technical report, Universität Trier, Germany, 1998.
71 C. T. Kelley and E. W. Sachs. A trust region method for parabolic boundary control problems. SIAM J. Optimization, 9:1064-1081, 1999.
72 F. Leibfritz and E. W. Sachs. Inexact SQP interior point methods and large scale optimal control problems. SIAM J. Control and Optimization, 38:272-293, 2000.
73 B. B. King and E. W. Sachs. Semidefinite programming techniques for reduced order systems with guaranteed stability margins. Computational Optimization and Applications, 17:37-59, 2000.
74 D. Kleis and E. W. Sachs. Optimal control of the sterilization of prepackaged food. SIAM J. Optimization, 10:1180-1195, 2000.
75 M. Fahl, E. W. Sachs, and C. Schwarz. Modeling heat transfer for optimal control problems in food processing. In Proceedings of the 2000 IEEE International Conference on Control Applications, Anchorage, Alaska, pages 530-536, 2000.
76 A Battermann and E. W. Sachs. An indefinite preconditioner for KKT systems arising in optimal control problems. Technical report, Universität Trier, 2000.
77 A. Battermann and E. W. Sachs. Block preconditioner for KKT systems in PDE-governed optimal control problems. In R. H. W. Hoppe, K.-H. Hoffmann, and V. Schulz, editors, Workshop on Fast Solutions of Discretized Optimization Problems, pages 1-18. Birkhäuser, 2001.
78 E. W. Sachs and S. Volkwein. Augmented Lagrange-SQP methods with Lipschitz-continuous Lagrange multiplier updates. SIAM J. Numer. Anal., 40:233-253, 2002.
76 E. W. Sachs and M. Schulze. Convergence of Gauss-Newton methods for underdetermined systems arising in neural networks. Technical report, Universität Trier, Germany, 1999.
82 M. Fahl and E. Sachs. Reduced order modelling approaches to pde-constrained optimization based on proper orthogonal decomposition. In Large Scale PDE-Constrained Optimization, 2001. submitted.
84 C. T. Kelley and E. W. Sachs. Truncated Newton methods for optimization with inaccurate functions and gradients. J. Optim. Theory Applic., 2002. to appear.
85 E. W. Sachs and R. Tichatschke. System Modeling and Optimization XX. Kluwer. Boston, Dordrecht, London, 2003.
86 E. W. Sachs and M. Schulze. Financial applications for large-scale neural networks. Universität Trier, Germany. 2003.
87 E. W. Sachs. Preconditioning for CG methods in Hilbert space. Universität Trier, Germany. 2004.
88 E. W. Sachs and A. Sartenaer. A class of augmented Lagrangian algorithms for infinite-dimensional optimization with equality constraint. submitted, 2004.
89 E. W. Sachs and C. Sievers. Numerical optimization of an inventory control problem. Universität Trier, Germany. 2004.
90 J. Maruhn and E. W. Sachs. Robust Static Super-Replication of Barrier Options in the Black-Scholes model. Robust Optimization: Directed Design. Springer-Verlag, pp. 127-143, 2006.
91 F. Gerlich, A. M. Giese, J. H. Maruhn and E. W. Sachs. Parameter Identification in Stochastic Volatility Models with Time-Dependent Model Parameters. submitted, 2006.
92 A. M. Giese, C. Kaebe, J. H. Maruhn and E. W. Sachs. Efficient calibration for problems in option pricing. PAMM. Vol. 7 pp. 1062601-602, 2007.
93 T. Hylla and E. W. Sachs. Versions of inexact Kleinman-Newton methods for Riccati equations. PAMM. Vol. 7, pp. 1060505-506, 2007.
94 E. W. Sachs and A. K. Strauss. Efficient Solution of a Partial Integro-Differential Equation in Finance. Applied Numerical Mathematics. Vol. 58, pp. 1687-1703, 2008.
95 J. A. Burns, E. W. Sachs and L. Zietsman. Mesh Independence of Kleinman-Newton Iterations for Riccati Equations in Hilbert Space. sicon. Vol. 47, pp. 2663-2692, 2008.
96 E. W. Sachs and M. Schu. Reduced order models (POD) for calibration problems in finance. Numerical Mathematics and Advanced Applications, ENUMATH 2007. Springer-Verlag, pp. 735-742, 2008.
97 A. Loerx, J. H. Maruhn and E. W. Sachs. The role of adjoints in the calibration of local volatility models. Universität Trier, Germany. submitted, 2008.
98 F. Feitzinger, T. Hylla and E. W. Sachs. Inexact Kleinman-Newton method for Riccati equations. SIAM Journal on Matrix Analysis and Applications. Vol. 31, pp.272-288, 2009.
99 C. Kaebe, J. H. Maruhn and E. W. Sachs. Adjoint based Monte Carlo calibration of financial market models. Journal of Finance and Stochastics. Vol. 13, pp. 351-379, 2009.
100 J. H. Maruhn and E. W. Sachs. Robust Static Hedging of Barrier Options in Stochastic Volatility Models. Mathematical Methods of Operations Research. vol 70, pp. 405-433, 2009.
101 M. Schu and E. W. Sachs. Reduced Order Models in PIDE constrained optimization. Control and Cybernetics to appear, 2010.
102 C. Kaebe, J. H. Maruhn and E. W. Sachs. Speeding up Monte Carlo calibrations of jump diffusion models with adjoint calculus. submitted, 2009.
102 R. Herzog and E. W. Sachs. Preconditioned conjugate gradient method for optimal control problems with control and state constraints. SIAM Journal on Matrix Analysis and Applications. to appear, 2011.




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