Dr. Johannes Milz

Technical University of Munich Chair of Mathematical Optimization Phone: 089-289-17926 Department of Mathematics Fax: 089-289-17932 Boltzmannstr. 3 E-Mail: milzma.tum.de 85748 Garching, Munich Room: 03.08.061 Germany I am a member of the international research training group IGDK Munich — Graz.

News

• June 18, 2021     Defended dissertation.
• March 12, 2019   Released the Julia interface MPBNGCInterface.jl  for the multiobjective proximal bundle method MPBNGC. 

Teaching Experience

• Winter Term 2021-2022
  • Teaching assistant for Nonlinear Optimization: Advanced
• Winter Term 2020-2021
  • Teaching Assistant for Introduction to Software Tools for Nonlinear Programming.
  • Graduate Teaching Assistant for Nonlinear Optimization: Advanced offered by Prof. Dr. Michael Ulbrich and Prof. Dr. Boris Vexler.
• Winter Term 2019-2020
  • Teaching Assistant for Introduction to Software Tools for Nonlinear Programming.
• Winter Term 2018-2019
  • Teaching Assistant for Introduction to Software Tools for Nonlinear Programming.
• Summer Term 2018
  • Head Graduate Teaching Assistant for Nonsmooth Optimization offered by Prof. Dr. Michael Ulbrich
  • Undergraduate and graduate seminar on Methods and Applications of Nonlinear Optimization (with Prof. Dr. Michael Ulbrich and Dr. Florian Lindemann)
  • Teaching Assistant for Real Analysis for Electrical Engineers offered by Prof. Dr. Boris Vexler
• Winter Term 2017-2018
  • Teaching Assistant for Real Analysis for Electrical Engineers offered by Prof. Dr. Michael Ulbrich

Mentoring Experience

• Supervised Master's Theses
  • Oliver Heinzel, Risk-measure-based PDE-constrained optimization under uncertainty, TUM, 2021
  • Anastasia Boykova, Fourier Phase Retrieval via Low-Rank Fourier Phase Retrieval via Low-Rank, TUM, 2019
• Supervised Bachelor's Theses
  • Florian Hübler, Nonconvex Distributed Learning with Compression, TUM, 2021
  • Adrian Klein, Ein Überblick über Verfahren und Implementierung eines Verfahrens der nichtlinearen semidefiniter Optimierung und numerische Beispiele, TUM, 2019

Publications and Preprints

• J. Milz: Sample Average Approximations of Strongly Convex Stochastic Programs in Hilbert Spaces , Preprint No. IGDK-2021-04; April 2021, Technical University of Munich. (submitted for publication)
• J. Milz and M. Ulbrich: An approximation scheme for distributionally robust PDE-constrained optimization, Preprint No. IGDK-2020-09; June, 2020, Technical University of Munich. (accepted for publication in SIAM J. Control Optim.)
• J. Milz and M. Ulbrich: An Approximation Scheme for Distributionally Robust Nonlinear Optimization, SIAM J. Optim., 30 (2020), pp. 1996–2025.

Theses

• J. Milz: Topics in PDE-Constrained Optimization under Uncertainty and Uncertainty Quantification, 2021, Technical University of Munich.
• J. Milz: A Structure-Exploiting Solution Method for Convex Optimal Control Problems, 2017, Technical University of Munich.
• J. Milz: Asymptotic Properties of Least-Squares Estimators in Linear Models, 2015, Technical University of Munich.