15 citations · 26 across the 2 of their papers we have counts for
3 papers
math.NA2017
Stability preservation in stochastic Galerkin projections of dynamical systems
Roland Pulch, Florian Augustin
In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equat…
math.OC2017★ 11 cited
A trust-region method for derivative-free nonlinear constrained stochastic optimization
F. Menhorn, F. Augustin, H. -J. Bungartz +1
In this work we introduce the stochastic nonlinear constrained derivative-free optimization method (S)NOWPAC (Stochastic Nonlinear Optimization With Path-Augmented Constraints). Th…
math.OC2014★ 15 cited
NOWPAC: A provably convergent derivative-free nonlinear optimizer with path-augmented constraints
F. Augustin, Y. M. Marzouk
This paper proposes the algorithm NOWPAC (Nonlinear Optimization With Path-Augmented Constraints) for nonlinear constrained derivative-free optimization. The algorithm uses a trust…