Caroline Geiersbach

Researcher at the Weierstrass Institute and Deputy Head of Nonsmooth Variational Problems and Operator Equations research group

The focus of my research is in stochastic optimization and algorithms over possibly infinite-dimensional spaces.

Stochastic optimization
- Problems formulated over function or shape spaces with uncertainties
- Nonsmooth problems and regularization techniques
- Stochastic generalized Nash equilibrium problems
- Applications, including in energy and shape optimization, to problems constrained by partial differential equations

- Projected and proximal stochastic gradient methods
- Convergence theory
- Numerical error associated with discretization