@misc{Weiser2002, author = {Weiser, Martin}, title = {Linear convergence of an interior point method for linear control constrained optimal control problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6809}, number = {02-13}, year = {2002}, abstract = {The paper provides a detailed analysis of a short step interior point algorithm applied to linear control constrained optimal control problems. Using an affine invariant local norm and an inexact Newton corrector, the well-known convergence results from finite dimensional linear programming can be extended to the infinite dimensional setting of optimal control. The present work complements a recent paper of Weiser and Deuflhard, where convergence rates have not been derived. The choice of free parameters, i.e. the corrector accuracy and the number of corrector steps, is discussed.}, language = {en} } @misc{Weiser2007, author = {Weiser, Martin}, title = {Pointwise Nonlinear Scaling for Reaction-Diffusion-Equations}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10493}, number = {07-45}, year = {2007}, abstract = {Parabolic reaction-diffusion systems may develop sharp moving reaction fronts which pose a challenge even for adaptive finite element methods. We propose a method to transform the equation into an equivalent form that usually exhibits solutions which are easier to discretize, giving higher accuracy for a given number of degrees of freedom. The transformation is realized as an efficiently computable pointwise nonlinear scaling that is optimized for prototypical planar travelling wave solutions of the underlying reaction-diffusion equation. The gain in either performance or accuracy is demonstrated on different numerical examples.}, language = {en} } @misc{SchenkWaechterWeiser2007, author = {Schenk, Olaf and W{\"a}chter, Andreas and Weiser, Martin}, title = {Inertia Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10314}, number = {07-32}, year = {2007}, abstract = {Fast nonlinear programming methods following the all-at-once approach usually employ Newton's method for solving linearized Karush-Kuhn-Tucker (KKT) systems. In nonconvex problems, the Newton direction is only guaranteed to be a descent direction if the Hessian of the Lagrange function is positive definite on the nullspace of the active constraints, otherwise some modifications to Newton's method are necessary. This condition can be verified using the signs of the KKT's eigenvalues (inertia), which are usually available from direct solvers for the arising linear saddle point problems. Iterative solvers are mandatory for very large-scale problems, but in general do not provide the inertia. Here we present a preconditioner based on a multilevel incomplete \$LBL^T\$ factorization, from which an approximation of the inertia can be obtained. The suitability of the heuristics for application in optimization methods is verified on an interior point method applied to the CUTE and COPS test problems, on large-scale 3D PDE-constrained optimal control problems, as well as 3D PDE-constrained optimization in biomedical cancer hyperthermia treatment planning. The efficiency of the preconditioner is demonstrated on convex and nonconvex problems with \$150^3\$ state variables and \$150^2\$ control variables, both subject to bound constraints.}, language = {en} } @misc{GriesseWeiser2005, author = {Griesse, Roland and Weiser, Martin}, title = {On the Interplay Between Interior Point Approximation and Parametric Sensitivities in Optimal Control}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8773}, number = {05-44}, year = {2005}, abstract = {This paper is concerned with the sensitivities of function space oriented interior point approximations in parameter dependent problems. For an abstract setting that covers control constrained optimal control problems, the convergence of interior point sensitivities to the sensitivities of the optimal solution is shown. Error bounds for \$L_q\$ norms are derived and illustrated with numerical examples.}, language = {en} } @misc{WeiserHubigShanmugamSubramaniam2025, author = {Weiser, Martin and Hubig, Michael and Shanmugam Subramaniam, Jayant}, title = {Reconstructing Ambient Temperature Changes in Death Time Estimation with a Bayesian Double-Exponential Approach}, journal = {Zenodo}, doi = {10.5281/zenodo.17702240}, year = {2025}, abstract = {Code and data for the reconstruction of ambient temperature drop in time of death estimation We provide Octave code and temperature measurement data for - empirircally estimating thermal sensor likelihood - estimating time and amplitude of a single sudden ambient temperature drop from temperature measurement data in two thermally different compartments.}, language = {en} } @misc{VillaniWeiser2024, author = {Villani, Paolo and Weiser, Martin}, title = {Adaptive Gaussian process regression for inverse problems. ALGORITMY 2024}, year = {2024}, abstract = {This submission contains the code used for the proceedings paper for ALGORITMY 2024, concerning surrogate model-based inverse problems. Version 2 modified plot appearances and fixed some minor typos.}, language = {en} } @inproceedings{SemlerWeiser2025, author = {Semler, Phillip and Weiser, Martin}, title = {Adaptive gradient-enhanced Gaussian process surrogates for inverse problems}, booktitle = {Mathematical Optimization for Machine Learning: Proceedings of the MATH+ Thematic Einstein Semester 2023}, editor = {Fackeldey, Konstantin and Kannan, Aswin and Pokutta, Sebastian and Sharma, Kartikey and Walter, Daniel and Walther, Andrea and Weiser, Martin}, publisher = {De Gruyter}, arxiv = {http://arxiv.org/abs/2404.01864}, doi = {10.1515/9783111376776-005}, pages = {59 -- 78}, year = {2025}, abstract = {Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a fully adaptive greedy approach to the computational design of experiments problem using gradient-enhanced Gaussian process regression as surrogates. Designs are incrementally defined by solving an optimization problem for accuracy given a certain computational budget. We address not only the choice of evaluation points but also of required simulation accuracy, both of values and gradients of the forward model. Numerical results show a significant reduction of the computational effort compared to just position-adaptive and static designs as well as a clear benefit of including gradient information into the surrogate training.}, language = {en} } @inproceedings{VillaniUngerWeiser2024, author = {Villani, Paolo and Unger, J{\"o}rg F. and Weiser, Martin}, title = {Adaptive Gaussian Process Regression for Bayesian inverse problems}, booktitle = {Proceedings of the Conference Algoritmy 2024}, pages = {214 -- 224}, year = {2024}, abstract = {We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on optimizing both the positioning and simulation accuracy of training data in order to reduce the computational cost of simulating training data without compromising the fidelity of the posterior distributions of parameters. The method interleaves a goal-oriented active learning algorithm selecting evaluation points and tolerances based on the expected impact on the Kullback-Leibler divergence of surrogated and true posterior with a Markov Chain Monte Carlo sampling of the posterior. The performance benefit of the adaptive approach is demonstrated for two simple test problems.}, language = {en} } @article{AndresArconesWeiserKoutsourelakisetal.2023, author = {Andr{\´e}s Arcones, Daniel and Weiser, Martin and Koutsourelakis, Faidon-Stelios and Unger, J{\"o}rg F.}, title = {A Bayesian Framework for Simulation-based Digital Twins of Bridges}, volume = {6}, journal = {EUROSTRUCT 2023:European Association on Quality Control of Bridges and Structures: Digital Transformation in Sustainability}, number = {5}, doi = {10.1002/cepa.2177}, pages = {734 -- 740}, year = {2023}, abstract = {Simulation-based digital twins have emerged as a powerful tool for evaluating the mechanical response of bridges. As virtual representations of physical systems, digital twins can provide a wealth of information that complements traditional inspection and monitoring data. By incorporating virtual sensors and predictive maintenance strategies, they have the potential to improve our understanding of the behavior and performance of bridges over time. However, as bridges age and undergo regular loading and extreme events, their structural characteristics change, often differing from the predictions of their initial design. Digital twins must be continuously adapted to reflect these changes. In this article, we present a Bayesian framework for updating simulation-based digital twins in the context of bridges. Our approach integrates information from measurements to account for inaccuracies in the simulation model and quantify uncertainties. Through its implementation and assessment, this work demonstrates the potential for digital twins to provide a reliable and up-to-date representation of bridge behavior, helping to inform decision-making for maintenance and management.}, language = {en} } @inproceedings{AndresArconesWeiserKoutsourelakisetal.2023, author = {Andr{\´e}s Arcones, Daniel and Weiser, Martin and Koutsourelakis, Faidon-Stelios and Unger, J{\"o}rg F.}, title = {Evaluation of Model Bias Identification Approaches Based on Bayesian Inference and Applications to Digital Twins}, booktitle = {5th ECCOMAS Thematic Conference on Uncertainty Quantification in Computational Sciences and Engineering}, pages = {1 -- 15}, year = {2023}, abstract = {In recent years, the use of simulation-based digital twins for monitoring and assessment of complex mechanical systems has greatly expanded. Their potential to increase the information obtained from limited data makes them an invaluable tool for a broad range of real-world applications. Nonetheless, there usually exists a discrepancy between the predicted response and the measurements of the system once built. One of the main contributors to this difference in addition to miscalibrated model parameters is the model error. Quantifying this socalled model bias (as well as proper values for the model parameters) is critical for the reliable performance of digital twins. Model bias identification is ultimately an inverse problem where information from measurements is used to update the original model. Bayesian formulations can tackle this task. Including the model bias as a parameter to be inferred enables the use of a Bayesian framework to obtain a probability distribution that represents the uncertainty between the measurements and the model. Simultaneously, this procedure can be combined with a classic parameter updating scheme to account for the trainable parameters in the original model. This study evaluates the effectiveness of different model bias identification approaches based on Bayesian inference methods. This includes more classical approaches such as direct parameter estimation using MCMC in a Bayesian setup, as well as more recent proposals such as stat-FEM or orthogonal Gaussian Processes. Their potential use in digital twins, generalization capabilities, and computational cost is extensively analyzed.}, language = {en} }