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
Algorithms
- Projected and proximal stochastic gradient methods
- Convergence theory
- Numerical error associated with discretization
News
New preprint: Optimization of piecewise smooth shapes under uncertainty using the example of Navier-Stokes flow [15. August 2023]
New preprint: Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form [6. June 2023]
New preprint: Stochastic augmented Lagrangian method in shape spaces [31. March 2023]