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QUANTITATIVE INFORMATION FOR ANDREAS GRIEWANK, Ph.D. Australia Nacional University Ph.D. 1981 Computer Science Australia Nacional University M.S. 1978 Computer Science University of Freiburg B.S. 1976 Mathematics
1. List of thesis (PhD and/or MS) supervised
Kshitij Kulshreshta Modeling and Optimization of the Design and Topology
of Flexible frames with Rigid Joints 2010
Ignacio de Mateo Iterative Matrix-Free Computation of Hopf-Bifurcations
as Neimark-Sacker-Points of Fixed Point Iterations 2010
Sebastian Walter Structured Higher-Order Algorithmic Differentiation in the Forward
and Reverse Mode within Applications in Optimum Experimental Design
2011
Amr Radwan Utilization of Parametric Programming and
Evolutionary Computing in Optimal Control 2012
Suleiman Abdallah
Development of a Nonlinear Equations Solver
with Superlinear Convergence to Regular Singularities 2014
Torsten Bosse Large Scale Optimization From Black-Box to Gray-Box Solver 2014
Emre O¨ zkaya One-Shot Method for Aerodynamic Shape Optimizatin 2014
Meera Arab Chemical Vapor Decomposition Modeling, Simulation and Optimization
2014
CURRENT Ph.D THESES SUPERVISION Hernan Leovey, Argentinia, Topics: High dimensional Quadrature, Stochastic Optimization, Algorithmic Differentiation Nikolai Strogies, Germany, Topics: Variational Equations in Hyperbolic PDEs, Open Pit Mining Optimization
2. List of publications (at least 100)
1. B.R. Markey, D.P. Craig, and A. Griewank. Structural Disturbances and Lattice Relaxation in Molecular Crystal Packing Calculations. Chemical Physics Letters, 62(2):223–229, 1979.
2. A. Griewank. Starlike Domains of Convergence for Newton’s Method at Sin-
gularities. Numerische Mathematik, 35:95–111, 1980.
3. A. Griewank and M.R. Osborne. Newton’s Method for Singular Problems
when the Dimension of the Null Space is > 1. SIAM Journal of Numerical
Analysis, 18:145–149, 1981.
4. A. Griewank. Generalized Descent for Global Optimization. Journal of
Optimization Theory and Applications, 34:11–39, 1981.
5. A Griewank and Ph.L. Toint. Partitioned Variable Metric Updates for Large
3
Structured Optimization Problems. Numerische Mathematik, 39:119–137,
1982.
6. A. Griewank and Ph.L. Toint. Local Convergence Analysis for Partitioned
Quasi-Newton Updates. Numerische Mathematik, 39:429–448, 1982.
7. A. Griewank. A Short Proof of the Dennis and Schnabel Theorem. BIT,
22:252–256, 1982.
8. A. Griewank and M.R. Osborne. Analysis of Newton’s Method at Irregular
Singularities. SIAM Journal of Numerical Analysis, 20(4):747–773, 1983.
9. A. Griewank and G.W. Reddien. The Calculation of Hopf Points by a Direct
Method. IMA Journal of Numerical Analysis, 3:295–303, 1983.
10. A. Griewank and Ph.L. Toint. On the Existence of Convex Decompositions of
Partially Separable Functions. Mathematical Programming, 28:25–49, 1984.
11. A. Griewank and G.W. Reddien. Characterization and Computations of Gen-
eralized Turning Points. SIAM Journal of Numerical Analysis, 21:176–185,
1984.
12. A. Griewank. On Solving Nonlinear Equations with Simple Singularities or
Nearly Singular Solutions. SIAM Review, 27:537–563, 1985.
13. A. Griewank. The ‘Global’ Convergence of Broyden-like Methods with a
Suitable Line Search. Austr. Math. Soc. Ser. B., 28:75–92, 1986.
14. A. Griewank and G.W. Reddien. The Approximation of Generalized Turning
Points by Projection Methods with Superlinear Convergence of the Critical
Parameter. Numerische Mathematik, 48:591–601, 1986.
15. A. Griewank. The Local Convergence of Broyden’s Method on Lipschitzian
Problems in Hilbert Spaces. SIAM Journal of Numerical Analysis, 24:684–705,
1987.
4
16. A. Griewank, H-Th. Jongen, and M. Kwong. The Equivalence of Strict Con-
vexity and Injectivity of the Gradient in Bounded Level Sets. Mathematical
Programming, 51:273–278, 1991.
17. N.R. Nagarajan, A.S. Cullick, and A. Griewank. New Strategy for Phase Equi-
librium and Critical Point Calculations by Thermodynamic Energy Analysis
– Part I. Stability Analysis and Flash. Fluid Phase Equilibria, 62:191–210,
1991.
18. N.R. Nagarajan, A.S. Cullick, and A. Griewank. New Strategy for Phase
Equilibrium and Critical Point Calculations by Thermodynamic Energy Anal-
ysis – Part II. Critical Point Calculations. Fluid Phase Equilibria, 62:221–223,
1991.
19. A. Griewank. The Global Convergence of Partitioned BFGS. Mathematical
Programming, 50:141–175, 1991.
20. C.H. Bischof, A. Carle, G.F. Corliss, A. Griewank, and P. Hovland. ADIFOR:
Generating Derivative Codes from Fortran Programs. Scientific Programming,
1(1):11–29, 1992.
21. A. Griewank. Achieving Logarithmic Growth of Temporal and Spatial Com-
plexity in Reverse Automatic Differentiation. Optimization Methods and Soft-
ware, 1(1):35–54, 1992.
22. C. H. Bischof, G.F. Corliss, L. Green, A. Griewank, K. Haigler, and P. New-
man. Automatic differentiation of advanced CFD codes for multidisciplinary
design. Journal on Computing Systems in Engineering, 6(3):625–638, 1992.
23. P. Rabier and A. Griewank. Generic Aspects of Convexification with Ap-
plications to Thermodynamic Equilibrium. Archive for Rational Mechanics,
118:349–397, 1992.
24. C.H. Bischof, G.F. Corliss, L. Green, A. Griewank, K. Haigler, and P. Newman.
Automatic differentiation of advanced CFD codes for multidisciplinary design.
Journal on Computing Systems in Engineering, 3:625–638, 1992.
25. C.H. Bischof, G.F. Corliss, and A. Griewank. Structured Second- and Higher-
Order Derivatives through Univariate Taylor Series. Optimization Methods
and Software, 2:211–232, 1993.
26. A. Griewank, C.H. Bischof, G.F. Corliss, A. Carle, and K. Williamson. Deriva-
tive Convergence of Iterative Equation Solvers. Optimization Methods and
Software, 2:321–355, 1993.
27. B. Averick, J. More, C.H. Bischof, A. Carle, and A. Griewank. Comput-
ing Large Sparse Jacobian Matrices using Automatic Differentiation. SIAM
Journal on Scientific Computing, 15(2):285–294, 1994.
28. A. Griewank and G.W. Reddien. The Approximate Solution of Defining Equa-
tions for Generalized Turning Points. SIAM Journal on Numerical Analysis,
33(5), 1996.
5
29. A. Griewank, D. Juedes, and J. Utke. Adol-c: A package for the automatic
differentiation of algorithm written in C/C++. ACM Transactions on Math-
ematical Software, 22(2):131–167, 1996.
30. J.M. Restrepo, G.K. Leaf, and A. Griewank. Circumventing Storage Limita-
tions in Variational Data Assimilation Studies. SIAM Journal on Scientific
Computing, 19(5):1586–1605, 1998.
31. A. Walther, A. Griewank, and A. Best. Multiple vector-Jacobian products
are cheap. Applied Numerical Mathematics, 30:367–377, 1999.
32. A. Griewank and U. Naumann. Accumulating jacobians as chained sparse
matrix products. Mathematical Programming, 3(95):555–571, 2000.
33. A. Griewank and A. Walther. Revolve: An Implementation of Checkpointing
for the Reverse or Adjoint Mode of Computational Differentiation. Transac-
tion on Mathematical Software, 26(1), 2000.
34. A. Griewank, J. Utke, and A. Walther. Evaluating higher derivative tensors by
forward propagation of univariate Taylor series. Mathematics of Computation,
69(231):1117–1130, 2000.
35. A. Griewank and C. Mitev. Detecting Jacobian Sparsity Patterns by Bayesian
Probing. Mathematical Programming, A 93:–25, 2002.
36. O. Vogel, A. Griewank, and G. Bar. Direct gear tooth contact analysis for
hypoid bevel gears. Computer Methods in Applied Mechanics and Engineering,
191(36):3965–3982, 2002.
37. A. Griewank and C. Faure. Reduced Functions, Gradients and Hessians from
Fixed Point Iteration for State Equations. Numerical Algorithms, 30(2):113–
139, 2002.
38. A. Griewank and A. Walther. On constrained optimization by adjoint based
quasi-Newton methods. Opt. Meth. and Soft., 17:869–889, 2002.
39. A. Griewank. A mathematical view of automatic differentiation. Acta Nu-
merica, 12:321–398, 2003.
40. A. Griewank and U. Naumann. Accumulating Jacobians as Chained Sparse
Matrix Products. Mathematical Programming, 3(95):555–571, 2003.
41. A. Griewank and A. Walther. Bounding the number of processes and check-
points needed in time-minimal parallel reversal schedules. Computation, 73(2),
135-154, Springer, 2004 .
42. A. Griewank, A. Walther, and M. Korzec. Maintaining factorized KKT Sys-
tems subject to Rank-one Updates of Hessians and Jacobians. Optimization
Methods and Software, 22(2):279–295, 2007.
6
43. P. Stange, A. Griewank, and M. Bollhofer. On the Efficient Update of Rectan-
gular LU Factorizations subject to Low Rank Modifications. ETNA, 26:161–
177, 2007.
44. N. Gauger, A. Griewank, and J. Riehme. Extension of fixed point PDE solvers
for optimal design by one-shot method - With first applications to aerodynamic
shape optimization. European Journal of Computational Mechanics, 17:87–
102, 2008.
45. A. Griewank, S. Schlenkrich, and A. Walther. A quasi-Newton method
with optimal R-order without independence assumption. Matheon Preprint
340/2006. Optimization Methods and Software, 23(2):215–225, 2008.
46. A. Hamdi and A. Griewank. Properties of an Augmented Lagrangian for
Design Optimization. Optimization Methods and Software, 2009.
47. S. Schlenkrich, A. Walther, and A. Griewank. On the local convergence of
adjoint Broyden methods. Mathematical Programming, 121(2), 2010.
48. A. Griewank and A. Hamdi. Reduced quasi-Newton method for simultaneous
design and optimization. Computational Optimization and Applications, Vol.
49(3),521-548, 2011.
49. F. Alvarez, J. Amaya, A. Griewank, and N. Strogies. A continuous model for
open pit mine planning. Mathematics of Operations Research, 73:29–54, 2011.
50. K. Jansen, H. Leovey, A. Ammon, A. Griewank, and M. Muller-Preussker.
Quasi-Monte Carlo methods for lattice systems: A first look. Computer
Physics Communications, (0):–, 2013. online in SpringerLink: July 9, 2011.
51. A. Walther, K. Kulshreshtha, and A. Griewank. On the Numerical Stability
of Algorithmic Differentiation. Computing, 94:125–149, 2012.
52. A. Griewank. On Stable Picewise Linearization and Generalized Differentia-
tion. Optimization Methods and Software, 28(6):1139–1178, 2013.
53. T. Bosse, L. , and A. Griewank. Adaptive sequencing of primal, dual, and
design steps in simulation based optimization. Computational Optimization
and Applications, pages 1–30, 2013.
54. L. Eneya, T. Bosse, and A. Griewank. A method for pointwise evaluation of
polyconvex envelopes. Afrika Matematika, 24:1–24, 2013.
55. T. Bosse, L. Eneya, and A. Griewank. An algorithm for pointwise evalua-
tion of polyconvex envelopes II: generalization and numerical results. Afrika
Matematika, pages 1–22, 2013.
56. T. Bosse, A. Griewank, and J. Fischer. Cubic overestimation and secant up-
dating for unconstrained optimization of C 2,1 functions. Optimization Methods
and Software, (Download Current Citation: RIS BibTex), Estimated Publica-
tion date - 10 Dec 2013 (Online), 2013. (ID: 863308 DOI:10.1080/10556788.2013.863308).
7
57. A. Griewank, L. Lehmann, H. Leovey, and M. Zilberman. Automatic evalua-
tions of cross-derivatives. Mathematics of Computation, 83:251–274, 2014.
58. A. Griewank, J. Fischer, and T. Bosse. Cubic overestimation and secant
updating for unconstrained optimization of C 2, 1 functions. Optimization
Methods and Software pages 1–15, 2014
59. A. Griewank. On automatic differentiation and algorithmic linearization.
Pesquisa Operacional, vol.34, no.3, p.621-645, 2014
60. P. Boeck, B. Gompil, A. Griewank, R. Hasenfelder, and N. Stro-
gies, Experiments with generalized midpoint and trapezoidal rules on two non-
smooth ODE’s, Mong. Math. J., 17 (2013), pp. 39–49.
61. T. Bosse and A. Griewank. Optimal control of beer fermentation processes
with Lipschitz-constraint on the control. To appear in International Journal
of Beer Brewing, 2014.
62. Ch. Molkenthin, F. Scherbaum, A. Griewank, N. Kuhn, P. Stafford. A study
of the sensitivity of response spectral amplitudes on seismological parame-
ters using algorithmic differentiation. To appear in Bulletin of Earthquake
Engineering, 2014
BOOKS
63. A. Griewank and G. Corliss, editors. Automatic Differentiation of Algorithms:
Theory, Implementation, and Applications. SIAM, Philadelphia, Penn., 1991.
64. M. Berz, Ch. Bischof, G. Corliss, and A. Griewank, editors. Computational
Differentiation - Techniques, Applications, and Tools. SIAM, Philadelphia,
Penn., 1996.
65. A. Griewank. Evaluating Derivatives, Principles and Techniques of Algo-
rithmic Differentiation. Number 19 in Frontiers in Appl. Math. SIAM,
Philadelphia, 2000, second edition 2008.
66. G.F. Corliss, C. Faure, A. Griewank, L. Hascoet, and U. Naumann, editors.
Automatic Differentiation: from Simulation to Optimization. Springer Verlag,
New York, 2001.
67. A. Griewank and A. Walther. Evaluating Derivatives, Principles and Tech-
niques of Algorithmic Differentiation, second edition. SIAM, Philadelphia,
2008.
68. Constrained Optimization and Optimal Control for Partial Differential Equa-
tions. In A. Griewank M. Hinze R. Rannacher V. Schulz M. Ulbrich St. Ulbrich
G. Leugering, S. Engell, editor, International Series of Numerical Mathemat-
ics, pages 99–122. Springer, Basel Dordrecht Heidelberg London New York,
2012.
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69. Trends in PDE Constrained Optimization. G. Leugering, P. Benner, S. Engell,
A. Griewank, H. Harbrecht, M. Hinze, R. Rannacher, St. Ulbrich, Eds. Applied
Mathematics and and Computer Science, Birkhauser, Springer Basel AG, 2014
70. A. Griewank and L. Sheng. On the Gauss-Broyden Method for Nonlinear
Least-Squares. In J.C. Diaz, editor, Mathematics for Large Scale Computing
Lecture Notes in Pure and Applied Mathematics, No. 120, pages 22–37. Marcel
Dekker, New York, 1989.
71. G.F. Corliss, C.H. Bischof, A. Griewank, S. Wright, and T. Robey. Automatic
Differentiation for PDE’s – Unsaturated Flow Case Study. In R. Vichnevetski,
D. Knight, and G. Richter, editors, Advances in Computer Methods for Par-
tial Differential Equations – VII, pages 150 – 156, New Brunswick NJ, 1992.
IMACS.
72. A. Griewank. Some Bounds on the Complexity of Gradients, Jacobians, and
Hessians. In P.M. Pardalos, editor, Complexity in Nonlinear Optimization,
pages 128–161. World Scientific Publishers, 1993.
73. C.H. Bischof and A. Griewank. Automatic differentiation in sensitivity anal-
ysis and design optimization. In H. Meuer, editor, Basissoftware fur Vektor-
und Parallelrechner, pages 106–125, Munchen, Germany, 1993. K. G. Saur.
74. A. Griewank and M. Fruth. Generating Conjugate Directions Using Limited
Second Derivatives. In M. Gunzberger J. Borggaard, J. Burkardt and J. Peter-
son, editors, Optimal Design and Control, pages 177–188. Birkhauser, Boston,
1994.
9
75. A. Griewank, D. Shiriaev, and J. Utke. Berechnung von Jacobi– und Hesse-
matrizen aus C und Fortran Code. In W. Mackens and S.M. Rump, editors,
Software Engineering im Scientific Computing, pages 185–197. Vieweg Braun-
schweig/Wiesbaden, 1995.
76. A. Griewank and J. Utke. Automatisches Differenzieren als Kombinatorisches
Problem. In S.D. Chatterji, B. Fuchsteiner, U. Kulisch, and R. Liedl, editors,
Jahrbuch Uberblicke Mathematik 1995. Vieweg Braunschweig/Wiesbaden, 1995.
77. A. Griewank. Einfach unmoglich! Oder wenn die Rechnung groß ausfallt.
Wiss. Z. Tech. Univ. Dresden, 47(2), 1998.
78. A. Walther and A. Griewank. Applying the Checkpointing Routine treeverse
to Discretizations of Burgers’ Equation. In H.-J. Bungartz, F. Durst, and
Chr. Zenger, editors, High Performance Scientific and Engineering Computing
Lecture Notes in Computational Science and Engineering, Springer, New York
NY, 1999.
79. A. Griewank and A. Walther. Optimal program execution reversal. Australian
Mathematical Society, 42(E):C627–C652, 2000.
80. A. Griewank. Complexity of Gradients, Jacobians, and Hessians. In C.A.
Floudas and P.M. Pardalos, editors, Encyclopedia of Optimization. Kluwer
Academic Publishers, 2001.
81. A. Griewank and A. Walther. How up-to-date are low-rank updates? Rev.
Invest. Oper., 25(2):137–147, 2004.
82. S. Schlenkrich, A. Walther, and A. Griewank. AD-based quasi-Newton meth-
ods for the integration of stiff ODEs. volume 50 of Lecture Notes in Com-
putational Science and Engineering, pages 89–98. Springer, New York, NY,
2005.
83. R. Enkhbat, D. Bayanjargal, and A. Griewank. Global Optimization Approach
to the Solow Growth Theory. AMO, Advanced Modeling and Optimization,
12(2), 2010.
84. A. Griewank. Broyden Updating, the Good and the Bad! in: Martin Grotschel
ed. Optimization Stories,, Documenta Matematica, Extra Volume ISMP
(2012):301–315, 2012.
85. A. Griewank. Who invented the Reverse Mode of Differentiation? in: Martin
Grotschel ed. Optimization Stories, Documenta Matematica, Extra Volume
ISMP (2012):389–400, 2012.
86. N. Gauger, A. Griewank, A. Hamdi, C. Kratzenstein, E. O zkaya, and T. Slawig.
Automated Extension of Fixed Point PDE Solvers for Optimal Design with
Bounded Retardation. In: G. Leugering and S. Engell and A. Griewank and
M. Hinze and R. Rannacher and V. Schulz and M. Ulbrich and St. Ulbrich
eds. Constrained Optimization and Optimal Control for Partial Differential
Equations, pages 99–122, 2012.
10
87. A. Walther and A. Griewank. Getting Started with ADOL-C. In Uwe Nau-
mann and Olaf Schenk, editors, Combinatorial Scientific Computing, pages
181–202. CRC Press, Taylor & Francis Group, 2012.
88. A. Griewank, A. Hamdi, and E.
O zkaya. Quantifying Retardation in Sim-
ulation based Optimization. In A. Chinchuluun and P.M. Pardalos and R.
Enkhbat and E.N. Pistikopoulos eds. volume 76, pages 79–97. Springer Op-
timization and Its Applications, 2013.
89. A. Griewank. Automatic Differentiation. Princeton Companion to Applied
Mathematics, Nicolas Higham Ed., Princeton University Press, to appear 2015.
90. T. Bosse, A. Griewank, R. Henrion, D. Homberg, Ch. Landry, H. Leovey,
and W. Romisch. Nonlinear programming with applications to production
processes. To appear 2014.
91. Torsten Bosse, Nicolas R. Gauger, A. Griewank, Stefanie Gunther, Lena Ka-
land, Claudia Kratzenstein, Lutz Lehmann, Anil Nemili, Emre O zkaya, and
Thomas Slawig. Optimal design with bounded retardation for problems with
non-separable adjoints. Trends in PDE Constrained Optimization. To appear
2014.
92. Torsten Bosse, Nicolas R. Gauger, A. Griewank, Stefanie Gunther, and Volker
Schulz. One-shot approaches to design optimzation. Trends in PDE Con-
strained Optimization. To appear 2014.
IN PROCEEDINGS
93. A. Griewank and Ph.L. Toint. On the Unconstrained Optimization of Par-
tially Separable Objective Functions. In M.J.D. Powell, editor, Nonlinear
Optimization 1981, pages 301–312, London, 1982. Academic Press.
94. A. Griewank and G.W. Reddien. Computation of Turning and Bifurcation
Points for Two Point Boundary Value Problems. In J.F. Porter, editor,
Numerical Analysis of Parametrized Equations, Proceedings of the Conference
at Fayettefille, March 1983, pages 96–117, 1983.
95. A. Griewank. On Solving Nonlinear Equations with Simple Singularities
or Nearly Singular Solutions. In J.F. Porter, editor, Numerical Analysis of
Parametrized Equations, Proceedings of the Conference at Fayettefille, March
1983, pages 162–210, 1983.
96. A. Griewank and Ph.L. Toint. Numerical Experiments with Partially Sepa-
rable Optimization Problems. In D.F. Griffiths, editor, Numerical Analysis,
Proceedings Dundee, June 1983, number 1066 in Lecture Notes in Mathemat-
ics, pages 203–220, Berlin, Springer–Verlag, 1984.
11
97. A. Griewank and G.W. Reddien. Computation of Generalized Turning Points
for Two Point Boundary Value Problems. In H.D. Mittelman T. Kupper and
H. Weber, editors, Numerical Methods for Bifurcation Problems, Proceedings
of the Conference at the University of Dortmund, August 1983, pages 385–400,
Boston, Birkhauser, 1984.
98. A. Griewank. Quadratically Appended Linear Models for Locating General-
ized Turning Points. In H.D. Mittelmann T. Kupper and H. Weber, editors,
Numerical Methods for Bifurcation Problems, Proceedings of the Conference
at Dortmund, August 1983, pages 162–170, Boston, Birkhauser, 1984.
99. A. Griewank and G. W. Reddien. The Approximation of Simple Singularities.
In U.M. Asher and R.P. Russell, editors, Numerical Boundary Value ODEs,
Proceedings Vancouver 1984, pages 245–259, Boston, Birkhauser, 1985.
100. A. Griewank. Secant Methods on Hilbert Spaces. In J.P. Hennart, editor, Nu-
merical Analysis, Proceedings Guanajuato, Mexico, July 1984, number 1230 in
Lecture Notes in Mathematics, pages 138–157, Berlin, Springer–Verlag, 1986.
101. A. Griewank. The Solution of Boundary Value Problems by Broyden Based
Secant Methods. In J. Noye and R. May, editors, Computational Techniques and
Applications: CTAC-85, Proceedings of CTAC, Melbourne, Aug. 1985, pages
309–321. North-Holland, 1986.
102. A. Griewank. On the Iterative Solution of Differential and Integral Equa-
tions by Secant Updating Techniques. In A. Iserles and M.J.D. Powell, ed-
itors, The State of the Art in Numerical Analysis, Proceedings of the Joint
IMA/SIAM Conference at Birmingham, England, April 1986, pages 299–324,
Oxford, Clarendon Press, 1987.
103. A. Griewank and P. Rabier. Critical Points of Mixed Fluids and their Numer-
ical Treatment. In R. Reydel T. Kupper and H. Troger, editors, Bifurcation;
Analysis, Algorithms, Applications, Proceedings of the Conference at Dort-
mund, August 1986, pages 90–97, Boston, Birkhauser, 1987.
104. A. Griewank. On Automatic Differentiation. In Mathematical Programming:
Recent Developments and Applications, pages 83–108, Amsterdam, Kluwer
Academic Publishers, 1989.
105. A. Griewank and G. W. Reddien. Computation of Cusp Singularities for
Operator Equations and their Discretizations. Journal of Computational and
Applied Mathematics, 26:133–154, 1989.
106. F.N. Pebdani, A.S. Cullick, and A. Griewank. Modified corresponding states
method for predicting densities of petroleum reservoir fluids. Industrial and
Engineering Chemistry Research, 18:340–347, 1989.
107. A. Griewank. Direct Calculation of Newton Steps without Accumulating
Jacobians. In T. F. Coleman and Y. Li, editors, Large-Scale Numerical Opti-
mization, pages 115–137, Philadelphia, Pa., SIAM, 1990.
12
108. A. Griewank and P. Rabier. On the Smoothness of Convex Envelopes. Trans-
actions of the American Mathematical Society, 332:691–709, 1990.
109. A. Griewank. Automatic Evaluation of First- and Higher-Derivative Vectors.
In R. Seydel, F.W. Schneider, T. Kupper, and H. Troger, editors, Proceedings
of the Conference at Wurzburg, Aug. 1990, Bifurcation and Chaos: Analysis,
Algorithms, Applications, pages 124–137, Basel, Birkhauser, 1991.
110. A. Griewank, C.H. Bischof, and D. Juedes. Exploiting parallelism in automatic
differentiation. In E. Houstis and Y. Muraoka, editors, Proceedings of the 1991
International Conference on Supercomputing, pages 136–143, Baltimore, MD,
ACM Press, 1991.
111. A. Griewank and S. Reese. On the Calculation of Jacobian Matrices by
the Markowitz Rule. In A. Griewank and George F. Corliss, editors, Auto-
matic Differentiation of Algorithms: Theory, Implementation, and Applica-
tion, pages 126–135. SIAM, Philadelphia, Penn., 1991.
112. C.H. Bischof, A. Carle, G.F. Corliss, and A. Griewank. ADIFOR: fortran
source translation for efficient derivatives. In P. Wang, editor, International
Symposium on Symbolic and Algebraic Computing ’92, pages 294–302, Balti-
more, MD, ACM Press, 1992.
113. C.H. Bischof, A. Carle, G.F. Corliss, and A. Griewank. ADIFOR: Automatic
Differentiation in a Source Translator Environment. In P.S. Wang, editor,
International Symposium on Symbolic and Algebraic Computing 92, pages 294–
302, Washington, D.C., 1992. ACM.
114. G.F. Corliss and A. Griewank. Operator Overloading as an Enabling Technol-
ogy for Automatic Differentiation. In OON SKI ’93, Sunriver, Oregon, April
25-27, 1993.
115. A. Griewank. Automatic Differentiation by Overloading in C++. In OON
SKI ’93, Sunriver, Oregon, April 25-27, 1993.
116. C.H. Bischof and A. Griewank. Computational differentiation and multi-
disciplinary design. In Proceedings of the Symposium on Inverse Problems
and Optimal Design in Industry, pages 187–211, Stuttgart, Germany, 1994.
Teubner Verlag.
117. A. Griewank. Computational Differentaition and Optimization. In J.R. Birge
and K.G. Murty, editors, Mathematical Programming: State of the Art 1994,
pages 102–131. The University of Michigan, Michigan, USA, 1994.
118. A. Griewank. Automatic Directional Differentiation of Nonsmooth Composite
Functions. In R. Durier, editor, Recent developments in Optimization / Sev-
enth French-German Conference on Optimization, Dijon 1994, pages 155–169.
Springer Verlag, 1995.
13
119. A. Griewank. ODE Solving via Automatic Differentiation and Rational Pre-
diction. In D.F. Griffiths and G.A. Watson, editors, Numerical Analysis 1995,
Pitman Research Notes in Mathematics Series, volume 344. Addison-Wesley
Longman Ltd, 1995.
120. C. Bischof and A. Griewank. Tools for the Automatic Differentiation of
Computer Programs. In G. Alefeld, O. Mahrenholtz, and R. Mennicken, edi-
tors, ICIAM/GAMM 95: Issue 1: Numerical Analysis, Scientific Computing,
Computer Science, pages 267–272. Special Issue of Zeitschrift fur Angewandte
Mathematik und Mechanik (ZAMM), 1996.
121. A. Griewank. Sensitivitatsanalyse fur Computerprogramme. In Erwin
Stoschek und Andreas Griewank, editor, NIKOLAUS JOACHIM LEHMANN
Begrunder der elektronischen Rechentechnik in Sachsen, Eine Festschrift zur
Erinnerung an seinen 75. Geburtstag, pages 53–61. Dresden University
Press, Dresden,
1996.
122. A. Griewank and D. Shiriaev. ADOL–F Automatic Differentiation of Fortran
Codes. In M. Berz, C. Bischof, G. Corliss, and A. Griewank, editors, Compu-
tational Differentiation - Techniques, Applications, and Tools, pages 375–384.
SIAM, Philadelphia, Penn., 1996.
123. A. Griewank and A. Walther. Why Vector-Jacobian Products are Cheap but
Preconditioning is Generally Costly; und Vergleich von Software-Tools fur
das automatische Differenzieren von Computerprogrammen. In Proceedings
of 15th IMACS World Congress. IMACS, Vol. 4, 521-526, 1997.
124. A. Walther, A. Griewank, and O. Vogel. Higher derivative tensors from
univariate taylor series with comparison to maple on an engineering problem.
In In GAMM-Proceedings. ZAMM, 2000.
125. A. Griewank and A. Walther. New Results on Reversal Schedules. In G.F.
Corliss, C. Faure, A. Griewank, L. Hascoet, and U. Naumann, editors, Au-
tomatic Differentiation: from Simulation to Optimization, number 28 in Part
VI, Springer, New York, 2001.
126. W. Klein, A. Griewank, and A. Walther. Differentiation methods for indus-
trial strength problems. In G.F. Corliss, C. Faure, A. Griewank, L. Hascoet,
and U. Naumann, editors, Automatic Differentiation: from Simulation to Op-
timization, number 2 in Part I, Springer, New York, 2001.
127. A. Griewank and C. Mitev. Verifying Jacobian Sparsity. In G.F. Corliss,
C. Faure, A. Griewank, L. Hascoet, and U. Naumann, editors, Automatic
Differentiation: from Simulation to Optimization, number 31 in Part VII,
Springer, New York, 2001.
128. A. Griewank and U. Naumann. Accumulating Jacobians by Vertex, Edge or
Face Elimination. Proceedings of CARI’02, 375-383, 2002.
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129. A. Griewank and C. Faure. Piggyback differentiation for optimization. Lecture
Notes in Computational Science and Engineering, Vol. 30, 148-164, Springer
2003.
130. A. Griewank and A. Walther. Introduction to automatic
differentiation.PAMM, 2(1):45–49, 2003.
140. A. Griewank and D. Kressner. Time-lag in derivative convergence for fixed
point iterations. In Proceedings of CARI’04, 7th African Conference on Re-
search in Computer Science, pages 295–304, 2004.
141. A. Walther and A. Griewank. Advantages of binomial checkpointing for
memory-reduced adjoint calculations. Feistauer, M. (ed.) et al., Numeri-
cal mathematics and advanced applications. Proceedings of ENUMATH 2003,
the 5th European conference on numerical mathematics and advanced applica-
tions, Prague, Czech Republic, August 18–22, 2003. Berlin: Springer. 834-843
(2004)., 2004.
142. A. Griewank and M. Korzec. Approximating Jacobians by the TR2 formula.
In GAMM Annual Meeting 2005 Luxembourg, volume 1 of PAMM, pages 791–
792, 2005.
143. J. Sternberg and A. Griewank. Memory-efficient implementation of riccati
approach for time-dependent optimal control problems in ODEs. In PAMM
(Proceedings of the 2005 GAMM conference), volume 5, pages 695–696, 2005.
144. A. Griewank and Olaf Vogel. Analysis and exploitation of Jacobian scarcity.
Bock, Hans Georg (ed.) et al., Modeling, simulation and optimization of
complex processes. Proceedings of the International Conference on High Per-
formance Scientific Computing, March 10–14, 2003, Hanoi, Vietnam. Berlin:
Springer. 149-164 (2005)., 2005.
145. S. Schlenkrich, A. Griewank, and A. Walther. Efficient similarity factorization
of rank-1 modifications. PAMM, 5:793–794, 2005.
146. J. Sternberg and A. Griewank. Reduction of storage requirement by check-
pointing for time-dependent optimal control problems in ODEs. In M. Bucker,
G. Corliss, P. Hovland, U. Naumann, and B. Norris, editors, Automatic Dif-
ferentiation: Applications, Theory, and Implementations. Springer, 2006.
147. A. Griewank. Projected Hessian for preconditioning in one-step one-shot
design optimization. Di Pillo, Gianni (ed.) et al., Large-scale nonlinear op-
timization. Papers based on the presentation at the workshop on large scale
nonlinear optimization, Erice, Italy, June 22–July 1, 2004. New York, NY:
Springer. Nonconvex Optimization and Its Applications 83, 151-171 (2006).,
2006.
148. Torsten Bosse, A. Griewank, Lutz Lehmann, and Volker Schloßhauer. On
Hessian- and Jacobian-Free SQP Methods - a Total Quasi-Newton Scheme
with Compact Storage. In Moritz Diehl, Francois Glineur, Elias Jarlebring,
15
and Wim Michiels, editors, Recent Advances in Optimization and its Applica-
tions in Engineering, pages 63–72. Springer, Berlin, Heidelberg, 2010.
149. Julia Piontkowski and A. Griewank. Solution of Complementarity Problems
via Piecewise Linearization. In Proceedings GAMM, 2013.
150. Nikolai Strogies and A. Griewank. A PDE Constrained Optimal Control
Problem Inspired by Open Pit Mine Planning. In Proceedings GAMM, 2013.
151. K. Jansen, H. Leovey, A. Nube, A. Griewank, and M. Muller-Preussker. A first
look at quasi-Monte Carlo for lattice field theory problems. J.Phys.Conf.Ser.,
454:012043, 2013.
152. A. Ammon, T. Hartung, K. Jansen, H. Leovey, A. Griewank, et al. Quasi-
Monte Carlo methods for lattice systems: a first look.
153. A. Griewank From the product example to PDE adjoints, algorithmic differ-
entiation and its application (Invited talk) Lecture Notes in Computer Science
8136 LNCS, pp. 130-135
154. A. Griewank, N. Strogies, Efficient Evaluation of Sparse Jacobians by Matrix
Compression, Part I: Motivation and Theory, Proceeding of the 2nd Inter-
national Conference on Mathematics, Computational and Statistical Sciences,
2014, pp 33 - 40;
155. A. Griewank, J.-U. Bernt, M. Radons, and T. Streubel. Representation and
Analysis of Piecewise Linear Functions in Abs-normal form In System Mod-
eling and Engineering, edt. Ch. Potzsche et al, pp 327-336 Springer Berlin,
Heidelberg. 2014.
156. A. Griewank, J.-U. Bernt, M. Radons, and T. Streubel. Solving piecewise
linear systems in abs-normal form. Optimization-Online 2013/12/4184. To
appear in Linear Algebra and its Application. 2015
157. A. Griewank, A. Walther, S. Fiege, T. Bosse On Lipschitz optimization based
on gray-box piecewise linearization. Optimization-Online 2014/06/4407, Un-
der revision for Mathematical Programming. 2014
MISCELLANEOUS
158. A. Griewank. Book Review of optimality in nonlinear programming: a feasible
direction approach. Interfaces, 14(5):118–119, 1984.
159. A. Griewank. The Phase Behaviour Analysis of Mixed Fluids: A Difficult
Semi–infinite Programming Problem. Technical Report CMA–R42–85, Cen-
tre for Mathematical Analysis, Australian National University, Australia, Can-
berra, 1985.
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160. A. Griewank. Book Review of numerical derivatives and nonlinear analysis.
SIAM Review, 30(2):327–329, 1988.
161. D. Juedes and A. Griewank. Implementing Automatic Differentiation Effi-
ciently. Technical Report ANL/MCS–TM–140, Mathematics and Computer
Science Division, Argonne National Laboratory, 1990.
162. A. Griewank. The Chain Rule Revisited in Scientific Computing, I-II. SIAM
News, May/July 1991.
163. A. Griewank. Sequential Evaluation of Adjoints and Higher Derivative Vectors
by Overloading and Reverse Accumulation. Technical Report Preprint SC 91–
3, Konrad-Zuse-Zentrum fur Informationstechnik Berlin, 1991.
164. G. Corliss, A. Griewank, T. Robey, and S. Wright. Automatic Differentiation
Applied to Unsaturated Flow–ADOL-C Case Study. Technical Report ANL–
MCS–TM-162, Argonne National Laboratory, 1992.
165. C.H. Bischof, A. Carle, G.F. Corliss, A. Griewank, P. Hovland, and A
Mauer.ADIFOR working note #3: ADIFOR exception handling, version
2.0. Tech- nical Report Technical Report MCS–TM–159, Argonne National
Laboratory, 1992.
166. C.H. Bischof and A. Griewank. On the Development of Pseudo-Adjoin
Codes. Technical Report Preprint MCS-P375-0793, Argonne National
Laboratory, 1993.
167. C.H. Bischof, A. Griewank, and P.M. Khademi. Workshop report on first
theory institute on computational differentiation. Technical Report Technical
Memorandum ANL/MCS–TM–183, Argonne National Laboratory, 1994.
168. G.F Corliss, A. Griewank, P. Henneberger, G. Kirlinger, F.A. Potra, and H.J.
Stetter. High-Order Stiff ODE Solvers via Automatic Differentiation and
Rational Prediction. Technical Report IOKOMO 02 96, TU Dresden, 1996.
169. Oleg P. Burdakov, A. Griewank, and Alexander V. Lotov. Yury G. Evtushenko
– A tribute (on the occasion of his 65th birthday). Optim. Methods Softw.,
20(1):1–7, 2005.
170. A. Griewank, S. Schlenkrich, and A. Walther. Adjoint Broyden a la GMRES.
Optimization Online, Matheon Preprint 413, 2007.
171. J. Sternberg and A. Griewank. Construction of nested transversal schedules
for the optimal control of ODEs. Draft.
172. A. Griewank. Obituary for Charles Broyden. Optimization Methods and
Software, 26(3):343-344, 2011.
173. T. Bosse, A. Griewank, L. Lehmann, and D. Schlagk. The magic quadrature
of the super-brain (Die magische Quadratur des Superhirns). Mitteilungen
Deutsche Mathematiker Vereinigung, 20:30–36, 2012.
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3. List of research projects
2003 – 2010 Linearly Invariant Algorithm for Large-Scale Nonlinear
Programming
Matheo
n 2004 – 2006 Speichereffiziente Verfahren fu¨r Probleme der Optimalen Steuerung
DFG 2007 Design to Cost - Car body structure optimization VW 2005 – 2009 GRK 1128: Analysis, Numerics and Optimization of Multiphase
Problems DFG
2006 Matheon C20, Car body structure optimization Matheon 2007 – 2010 NOVOEXP: Numerische Optimierungsverfahren zur
Parameterschatzung BMBF
2007 – 2011 MetallBip: Nanobeschichtete, metallische Bipolarplatte fu¨r PEFC BMBF 2008 – 2009 Automated extension of fixed point PDE solvers for optimal
design with DFG
bounded retardation 2009 – 2013 Optimal design for problems with non-separable adjoints DFG 2010 – 2013 Open pit mine planning via a continuous optimization approach DFG 2014 – 2017 Application of Quasi Monte Carlo methods in quantum field theory DFG
4. Track record of positions held
1982 – 1986 Assistant Professor at Southern Methodist University (SMU), Dallas, Texas 1986 – 1987 Associate Professor at SMU (tenure granted in Spring 1987)
1987 – 1993 (Senior) Mathematician at the Mathematics and Computer Science
Division, Argonne National Laboratory (ANL), Argonne, Illinois
1993 – 1998 Professor and Director of the Institute of Scientific
Computing, Department of Mathematics, Technical University
Dresden, Germany
1998 – 1999 Sabbatical year as researcher at INRIA Sophia Antipolis, Antibes, France
1999 – 2001 Professor at Institute of Scientific Computing, TUD
2001 – 2003 Director of Institute of Scientific Computing, TUD
2003 – Professor at Institute of Mathematics at Humboldt-Universitat zu Berlin
2008 – 2012 Director of Institute of Mathematics at Humboldt-Universitat zu Berlin
5. On Going Collaborations
Felipe Alvarez Universida de Chile Open pit mining optimization
Asem Kabidoldanova Kazakh National University On the exact numerical integration of
piecewise linear dynamical systems
Enkhbat Rentsen Mongolian National University Optimal control of economical processes
Natasa Krejic University of Novi Sad Order value optimization
using piecewise linearization
Andrea Walther Universitat Paderborn Optimization of Lipschitzian Objectives
Todd Munson Argonne National Laboratory, Numerical Methods for Nonsmooth Problems,
(Book project for SIAM) Applications of Algorithmic Piecewise Linearization
6. MEMBERSHIP IN PROFESSIONAL SOCIETIES
Deutsche Mathematiker Vereinigung (DMV)
Gesellschaft fur Angewandte Mathematik und Mechanik (GAMM) Society for Industrial
and Applied Mathematics (SIAM)
European Mathematical Society (EMS) Berliner
Wissenschaftsgesellschaft (BWG)
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MEMBERSHIP IN SCIENTIFIC COMMITTEES 2002 – Colloque Africain de Recherche en Informatique et Mathematique Appliquee 2002 – Regular national and international activity for accreditation agency
ASIIN
2007 – Selection panel of Rosa Luxemburg Foundation for student and PhD
scholarships
2008 - Member and Associate of the EMS Committee on Developing
Countries(CDC)
2013 – SIAM Council and two committees, SIAM Board 2015/2016
2014 – Member of IMU Circle
Past
1997 – 2003 Senats- und Bewilligungsausschuss der DFG fur die Graduiertenkollegs
2002 – 2008 Fachausschuss Mathematik der Akkreditierungsagentur ASIIN
2005 – 2011 DFG Fachkollegium Mathematik (National Review Panel)
2004 – 2008 Scientific Council of CIMPA
2007 – 2015 GAMM Vorstandsrat
MEMBERSHIP IN ORGANIZING AND PROGRAM COMMITTEES
2004 GAMM Annual Meeting Dresden, (Co-Chair)
2006 DMV/GDM Annual Meeting Berlin
2007/2008 Organizer/Chair Roundtable Discussions on Developing Countries,
ICIAM Zurich, ECM5 Amsterdam, ECM6 Krakau
2012 International Symposium on Mathematical Programming Berlin
2012/2016 Co-Initiator of Oberwolfach workshops on Data Assimilation
2012/2016 Conferences on Algorithmic Differentiation in Fort Collins and Oxford
2014 Organized meeting of CDC of the EMS in Berlin.
2016 Resposible for grants at 2016 European Congress of Methematics in
Berlin
EDITORIAL BOARD
Since foundation in 1992 Senior Editor of Optimization and
Software. Since 2013 editorial board of SIAM News.