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 publication in Journal of Optimization Theory and Applications: Stochastic augmented Lagrangian method in Riemannian shape manifolds [21. August 2024]
New preprint: Two-norm discrepancy and convergence of the stochastic gradient method with application to shape optimization [12. August 2024]
New preprint: Numerical solution of an optimal control problem with probabilistic and almost sure state constraints [28. November 2023]
New preprint: Optimization of piecewise smooth shapes under uncertainty using the example of Navier-Stokes flow [15. August 2023]