Universität Heidel­berg
Fakultät für Mathematik und Informatik




Institut fur Anfewandte Mathematik
   
    

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  • Diploma and Dissertation

    Solution algorithms and software for simple minmax problems, M.S., Byelorussian State University, Minsk, 1986.

    Algorithms for Solving Nonsmooth Minmax Problems. Ph. D. Institute of Mathematics, BSSR Academy of Sciences, Minsk, 1990.



  • Books, Special Issues

    Kostina E.A, M. Braack, W. Jäger, G. Kanschat, H. X. Phu, G. Reinelt, J. Schlöder (Eds.) Optimization Methods for Complex Processes, Special Issue, Mathematical Programing, in Vorbereitung.

    Kostina E.A, Terlaky T. (Eds.) Operations Research, Special Issue, Optimization Methods and Software, 25(2), 2010.

    Kostina E.A., Martins J. R. R. A.(Eds.) Optimization and Engineering Applications, Special Issue, Optimization and Engineering, 11(1), 2010.

    Bock H.G., Kostina E.A., Phu H.X., Rannacher R. (Eds.) Modeling, Simulation and Optimization of Complex Processes, Proceedings of the International Conference on High Performance Scientific Computing March 6 - 10, 2006, Hanoi, Vietnam, Springer, 2008.

    Bock H. G., Kostina E. A., Phu H. X., Rannacher R. (Eds.) Modeling, Simulation and Optimization of Complex Processes Proceedings of the International Conference on High Performance Scientific Computing March 10-14, 2003, Hanoi, Vietnam, Springer, 2004.

    Kostina E. A., H. Schwetlick (Eds.) Parameter Estimation and Optimal Design of Experiments: Numerical Methods and Applications, Special Issue: Parameter Estimation and Experimental Design, Optimization Methods and Software, Vol 21, Issue 6, 2006.



  • Refereed Publications in Journals

    • Gente, R., Herzog, A., Kostina E.: Modeling Approaches with Markov Chains for Reversals of Myxococcus xanthus, International Journal of Biomathematics and Biostatistics, accepted on 10.06.2013

    • Kostina E., Poppe M., Walter L.: Optimal Control Framework for a Centralized Approach to Separation Management, AIAA Journal on Guidance, Control and Dynamics, accepted on 01.04.2013

    • Herzog A.G., Voss B., Keilberg D., Hot E., Sogaard-Andersen L., Garbe Ch.S., Kostina E.A.: A Strategy for Identifying Fluorescence Intensity Profiles of Single Rod-Shaped Cells, Journal of Bioinformatics and Computational Biology, accepted on 7.10.2012

    • Schmitt B.A, Kostina E.: Peer Two-Step Methods with Embedded Sensitivity Approximation for Parameter-Dependent ODEs, SIAM J. Numer. Anal., 50, 2182-2207, 2012

    • Bock H.G., Kostina E. A., Schloeder J.P.: Numerical Methods of Optimal Control Problems Appearing in Model Validation of Dynamic Processes with Application to Dynamic Robot Calibration, Journal of the Chinese Institute of Engineers, 35(1), 2012

    • Kostyukova O. I., Kostina E. A. , Fedartsova N. M.: Parametric Optimal Control Problems with weighted L1 Norm in the Cost Functional, Automatic Control and Computer Sciences, 4, 5 -18, 2010.

    • Bock H. G., Kostina E. A. , Lenz S., Schlöder J. P., Gienger G., Ziegler G.: Multiple Shooting Method for Initial Satellite Orbit Determination, AIAA Journal on Guidance, Control and Dynamics, 33 (5), 2010.

    • Diehl M., Walther A., Bock H. G., Kostina E. A. : An Adjoint-Based SQP Algorithm with Quasi-Newton Jacobian Updates for Inequality Constrained Optimization. Optimization Methods and Software, DOI: 10.1080/10556780903027500, 2009.

    • Kostina E. A. , Kostyukova O. I.: Family of Time-Optimal Control Problems: Dependence of the Optimal Control on a Parameter in an Irregular Point. Differential Equations, 45 (6), 871-882, 2009.

    • Kostina E. A. , Kostyukova O. I.: Worst-Case Control Policies for (Terminal) Linear-Quadratic Control Problems under Disturbances. Robust Control Journal, DOI: 10.1002/rnc.1417, 2008.

    • Bock H. G., Kostina E. A. , Kostyukova O. I.: Conjugate Gradient Methods for Computing Covariance Matrices for Constrained Parameter Estimation Problems. SIAM Journal on Matrix Analysis and Applications, 29, Issue 2, 626-642, 2007.

    • Bock H. G., Kostina E. A. , Schlöder J. P.: Numerical Methods for Parameter Estimation in Nonlinear Differential Algebraic Equations. GAMM Mitteilungen, 30, Issue 2, 376 - 408, 2007.

    • Diehl M., Bock H. G., Kostina E. A.: An Approximation Technique for Robust Nonlinear Optimization. Mathematical Programming, 107, issue 1-2, 213 - 230, 2006.

    • Kostina E. A., Kostyukova O. I.: Robust Optimal Feedback for Terminal Linear-Quadratic Control Problems under Disturbances. Mathematical Programming, 107, issue 1-2, 131 - 153, 2006.

    • Kostina E. A.: Robustheitsaspekte in der Parameterschätzung und optimale Versuchsplanung bei dynamischen Prozessen. Mitteilungen der Deutschen Mathematiker-Vereinigung, 14, Heft 1, 7 - 11, 2006.

    • Kostina E. A., Kostyukova O. I.: Generalized Implicit Function Theorem and its Application to Parametric Optimal Control Problems. Journal of Mathematical Analysis and Applications, in print, available online since 29 August 2005.

    • Jäger S., Kostina E. A.: Parameter Estimation for Forward Kolmogorov Equation with Application to Nonlinear Exchange Rate Dynamic. PAMM, 5, Issue 1, 745 - 746, 2005.

    • Kostina E. A., Kostyukova O. I.: Linear Parametric Problems of Semi-Infinite Programming: A Continuation Method. Computational Mathematics and Mathematical Physics, 45, 6, 961 - 977, 2005.

    • Kostina E. A., Kostyukova O. I.: Linear Parametric Semi-Infinite Programming Problems and Properties of their Solutions in a Neighborhood of Irregular Points. Computational Mathematics and Mathematical Physics, 45, 5, 746 - 762, 2005.

    • Bock H. G., Körkel S., Kostina E. A., Schlöder J. P.: Numerical Methods for Optimal Control Problems in Design of Robust Optimal Experiments for Nonlinear Dynamic Processes. Optimization Methods and Software, 19, issue 3-4, 327 -338, 2004.

    • Kostina E. A.: Robust Parameter Estimation in Dynamic Systems. Optimization and Engineering, 5(4), 461-484, 2004.

    • Kostina E. A., Kostyukova O. I.: Analysis of Properties of the Solutions to Parametric Time-Optimal Problems. Computational Optimization and Applications, 26(3), 285-326, 2003.

    • Kostina E.A.: The Long Step Rule in the Bounded-Variable Dual Simplex Method: Numerical Experiments. Mathematical Methods of Operations Research, 55, I. 3, 2002.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Adaptive Methods of Solving Minimax Problems. Optimization (Journal on Mathematical Programming and Operations Research), 50, 1-2, 61 - 92, 2001.

    • Kostina E.A., Kostjukova O.I.: An Algorithm for Solving Convex Quadratic Programming Problems with Linear Equality and Inequality Constraints. Computational Mathematics and Mathematical Physics.

    • Kostina E.A., Prischepova S.V.: A New Algorithm for Minimax and Optimization. Optimization (Journal on Mathematical Programming and Operations Research), 44, 263 - 289, 1998.

    • Gabasov R., Kirillova F.M., Kostina E.A.: A Method for Constructing Nash Equilibrium Points in a Linear Game Problem. Computational Mathematics and Mathematical Physics, 1998.

    • Gabasov R., Kirillova F.M., Kostina E.A.: An adaptive method of solving l_1 extremal problems. Computational Mathematics and Mathematical Physics, 38, 9 1400 - 1411, 1998.

    • Kostina E.A., Kostyukova O.I.: An Optimal Control Problem with Mixed Cost Functional. Computational Mathematics and Mathematical Physics, 37, 2, 148-157, 1997.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Closable Feedback for Guaranteed Optimization of Undeterminate Systems of Control. Doklady Mathematics, 53, 2, 305-308, 1996.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Closed State-Feedback for Optimization of Uncertain Control Systems. P. 1. Single Contact. Automation and Remote Control, 57, 7, 1008-1015, 1996.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Closable-Loop State-Feedback for Optimization of Indeterminate Control Systems. P. 2. Multi-Closable Feedback. Automation and Remote Control, 57, 8, 1137-1145, 1996.

    • Gabasov R., Kirillova F.M., Kostina E.A., Kostyukova O.I: Stabilization of Dynamic Systems Using Positional Solutions of Special Optimal Control Problems. Journal of Applied Mathematics and Mechanics, 60, 4, 541-550, 1996.

    • Gabasov R., Kirillova F.M., Kostina E.A.: The Solution of Nonstationary Problems of Linear Programming. Computational Mathematics and Mathematical Physics, 35, 2, 237-245, 1995.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Piecewise-Linear Functions of Several Variables, Their Modelling, Local Behaviour, and Extrema. Computational Mathematics and Mathematical Physics, 34, 5, 569-578, 1994.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Global Maximization of Special Classes of Convex Functions on a Convex Polyhedral Set. Computational Mathematics and Mathematical Physics, 32, 8, 1171-1177, 1992.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Constructing the Solution of Linear Programming Alternative Problem. USSR Computational Mathematics and Mathematical Physics, 30, 4, 129-134, 1991.

    • Kostina E.A., Prischepova S.V. A Numerical Experiment on Solving Large-Scale Sparse Linear Programming Problems by the Adaptive Method. Vesci AN BSSR, ser. fiz.-mat. nauk., 6, 3-5, (in Russian), 1990.

    • Gabasov R., Kirillova F.M., Kostina E.A.: Network Piecewise-Linear Programming Problems. Doklady AN BSSR, 33, 12, 1064-1067, (in Russian), 1989.



  • Proccedings, Book Chapters, Technical Reports

    • Kostina E.,Nattermann M.: Numerical Methods for Significance Analysis of Parameters and Subsets of Dynamic Models, Technical Report, University of Marburg, 2013, submitted.

    • Kostina E., Kriwet G.: An Efficient Reduced SQP Method for Optimum Experimental Design Problems for Processes Described by Partial Differential Equations, Technical Report, University of Marburg, 2013, submitted.

    • Kostina E., Kriwet G.: An Effcient Condensing Technique Suited for Parameter Estimation Problems Arising by Processes Described by Partial Differential Equations, Technical Report, University of Marburg, 2013, submitted.

    • Kostina E., Kriwet G.: Numerical Methods of Robust Optimum Experimental Design for Model Discrimination, Technical Report, University of Marburg, 2013, submitted.

    • Kostina E., Nattermann M.: A Higher Order Sensitivity Analysis of Parameter Estimation Problems, Technical Report, University of Marburg, 2013, submitted.

    • Kostyukova O. I., Kostina E. A., Fedartsova N. M.: Parametric Optimal Control Problems with L1-Cost Functional, Optimal Control Problems in Image Processing, Springer-Verlag, 2014, to appear

    • Walter, L., Holzapfel, F., Kostina E., Schloeffel, G.: Multiple Shooting Condensing for Online Gain Scheduling in Interceptor Guidance, AIAA Science and Technology Forum and Exposition 2014, accepted on 28.08.2013

    • Kostina E. A., Kostyukova O. I., Schmidt W. H.: New Necessary Conditions for Optimal Control Problems in Discontinuos Dynamic Systems, in: System Modelling and Optimization, Hoemberg D., Troeltzsch F. (Eds.), IFIP Advances in Information and Commmunication Technology Vol 391, 122-153, Springer-Verlag, 2013

    • Binder T., Kostina E. A.: Gauss-Newton Methods for Robust Parameter Estimation, in: Model Based Parameter Estimation: Theory and Applications, Bock H.G., Carraro T., Jaeger W., Koerkel S., Phu H.X., Rannacher R., Schloeder J. P.(Eds.),} 55-87, Springer-Verlag, 2013

    • Kostina E.A., Poppe M., Walter L.: Optimal Control Framework for a Centralized Approach to Separation Management, Technical Report, University of Marburg, 2012

    • Binder T., Kostina E. A.: Parameter Estimation in Dynamic Processes based on Huber Estimator, in: Modelling, Simulation and Optimization of Complex Processes, Bock H.G., Phu H.X., Rannacher R., Schloeder J. P. (Eds.), 13-23, Springer-Verlag, 2012

    • Kostyukova O.I., Kostina E., Fedartsova N.M.: Properties of Solutions to Parametric Linear-Quadratic Optimal Control Problems with Weighted L1-norm in the Cost Functional, Technical Report, University of Marburg, 2012

    • Kriwet G., Kostina E. A.: Numerical Methods for Parameter Estimation Using Krylov-Type Techniques, PAMM, 11(1), 723-724, 2011

    • Kostyukova O. I., Kostina E. A., Fedartsova N. M.: Family of parametric optimal control problems with weighted L1 - and L2-norms in the cost functional, Proceedings of the Institute of Mathematics, National Academy of Sciences of Belarus, 2011

    • Kostina E. A., Kostyukova O.I.: Computing Covariance Matrices for Constrained Nonlinear Large Scale Parameter Estimation Problems Using Krylov Subspace Methods, Constrained Optimization and Optimal Control for Partial Differential Equations, International Series of Numerical Mathematics, Vol 160(1), 197-214, Birkhäuser, 2011

    • Bock H. G., Kostina E. A., Lenz S., Schlöder J. P., G. Gienger, G. Ziegler: Multiple Shooting Method for Initial Satellite Orbit Determination, Technical Report, University of Marburg, 2010

    • Kostina E. A., Kostyukova O.I.: Computing Covariance Matrices for Constrained Nonlinear Large Scale Parameter Estimation Problems Using Krylov Subspace Methods, Technical Report, University of Marburg, 2010

    • Kostina E. A., Saunders M., Schierle I.: Computation of Covariance Matrices for Constrained Non-linear Parameter Estimation Problems in Dynamic Processes using LSQR. Technical Report, University of Marburg, 2009

    • Herzog A. G., Binder T., Friedl F., Jähne B., Kostina E.: Estimating Water-Sided Vertical Gas Concentration Profiles by Inverse Modeling, in: Proceedings of International Conference on Engineering Optimization, Lisbon, 2010

    • Binder T., Kostina E.: Approximate Gauss-Newton Method for Robust Parameter Estimation, PAMM, 2010

    • Bock H. G., Schlöder J. P., Kostina E. A.: Numerical Methods of Optimal Control Problems Appearing in Model Validation of Dynamic Processes, in: Proceedings of International Conference on Manufacturing and Engineering Systems, National Formosa University, Taiwan, 2010

    • Jiangcheng Bao, Longman, R. W., Kostina E. A., Dan Wei Wang, Yigang Wang: Improved Repetitive Control Filter Design for Both Learning Frequency Cutoff and Interpolation. Technical Report AIAA-2008-6446, in: Proceedings of AIAA/AAS Astrodynamics Specialist Conference and Exhibit, 2008.

    • Bock H. G., Kostina E. A., Schäfer A, Schlöder J. P., Schulz V.: Multiple Set Point Partially Reduced SQP Method for Optimal Control of PDE. Reactive Flows, Diffusion and Transport; From Experiments via Mathematical Modeling to Numerical Simulation and Optimization, W. Jäger, R. Rannacher,J. Warnatz (Eds.) Springer Verlag, 2007.

    • Bock H. G., Körkel S., Kostina E. A., Schlöder J. P.: Robustness Aspects in Parameter Estimation, Optimal Design of Experiments and Optimal Control. Reactive Flows, Diffusion and Transport; From Experiments via Mathematical Modeling to Numerical Simulation and Optimization, W. Jäger, R. Rannacher,J. Warnatz (Eds.) Springer Verlag, 2007.

    • Bock H. G., Diehl M., Kostina E. A., Schlöder J. P.: Constrained Optimal Feedback Control of Systems Governed by Large Differential Algebraic Equations. Real-Time PDE-Constrained Optimization, L. T. Biegler, O. Ghattas, M. Heinkenschloss, D.Keyes, and B. van Bloemen Waanders (Eds.) SIAM, 2006.

    • Bock H. G., Kostina E. A., Schlöder J. P., Gienger G., Pallaschke S., Ziegler G.: Robust Parameter Estimation for Identifying Satellite Injection Orbits. Modelling, Simulation and Optimization of Complex Processes, Bock H. G., Kostina E. A., Phu H. X., Rannacher R. (Eds.), Springer, 2004.

    • Körkel S., Kostina E. A.: Numerical Methods for Nonlinear Experimental Design. Modelling, Simulation and Optimization of Complex Processes, Bock H. G., Kostina E. A., Phu H. X., Rannacher R. (Eds.), Springer, 2004.

    • Bock H. G., Körkel S., Kostina E. A., Schlöder J. P.: Methods for Design of Optimal Experiments with Application to Parameter Estimation in Enzyme Catalytic Processes. Proceedings of the 1st International Workshop on Experimental Standard Conditions of Enzyme Characterization, Beilstein-Institut zur F�rderung der chemischen Wissenschaften, Frankfurt, 2004.

    • Bock H.G., Kostina E.A., Schlöder J.P: On the Role of Natural Level Functions to Achieve Global Convergence for Damped Newton Methods. System Modelling and Optimization. Methods, Theory and Applications, M. Powell et al (Eds.), Kluwer, 51-74, 2000.

    • Karaseva G.L., Kostina E.A., Kostjukova O.I.: Numerical Methods of Optimization of Linear Dynamic Systems with Respect to Nonsmooth Perfomance Indices. Preprint 6(518), Institute of Mathematics, Academy of Sciences of Belarus, p. 29, 1996.

    • Karaseva G.L., Kostina E.A., Kostjukova O.I.: Constructive Algorithms for Solving Nonsmooth Problems of Optimal Control. Proceedings of the 7th International Symposium on Dynamic Games and Applications, 1, 427-443, 1996.

    • Kostina E.A.: . Solving Minimax Problem with Box Constraints by the Adaptive Method. In: Gabasov R., Kirillova F.M., Ganago A.B. (Eds.) Software, 25, User's Guide. Institute of Mathematics, BSSR Academy of Sciences, 26-34 (in Russian), 1991.

    • Kostina E.A.: Solving Minimax Problem with Box Constraints by the Dual Method. In: Gabasov R., Kirillova F.M., Ganago A.B. (Eds.) Software, 25, User's Guide. Institute of Mathematics, BSSR Academy of Sciences, 34-38 (in Russian), 1991.

    • Kostina E.A.: Solving Minimax Problem by the Dual Basis Method. In: Gabasov R., Kirillova F.M., Ganago A.B. (Eds.) Software, 25, User's Guide. Institute of Mathematics, BSSR Academy of Sciences, 38-45 (in Russian), 1991.

    • Gabasov R., Kirillova F.M., Kostina E.A., Prischepova S.V.: Nonlinear Optimization: Smooth and Nonsmooth Models of Static and Dynamic Problems. In: Feichtinger G. et al (Eds.) Operations Research 1990. Proceedings of the 15th Symposium on Operations Research, Austria, Vienna, 1990. Methods of Operations Research, 64, Verlag Anton Hain, Frankfurt am Main, 64, 41 - 50, 1991.

    • Kostina E.A.: To the Problem of Minimization of the Nonlinear Functions Maximum. Institute of Mathematics, BSSR Academy of Sciences, 32 p., (in Russian), 1988.

    • Kostina E.A., Prischepova S.V.: Algorithms for Solving Piece-wise Linear Programming Problems with Box Constrains. Institute of Mathematics, BSSR Academy of Sciences, 44 p. (in Russian), 1987.

    • Kostina E.A., Shilkina E.A. Minimax. In: Gabasov R., Kirillova F.M., Kostjukova O.I., Raketski V.M.: Constructive Methods of Optimization. P.4. Convex Problems. University Press, Minsk, 97-115 (in Russian), 1987.

    • Kostina E.A., Senko A.A.: Solving Canonical Linear Programming Problem by the Two-Phase Dual Support Method with Complete Relaxation. In: Gabasov R., Kirillova F.M., Pokatayev A.V.(eds.) Software, 55, Adaptive Optimization-2. User's Guide. Institute of Mathematics of the BSSR Academy of Sciences , 26-34 (in Russian), 1985.



  • Patent
      Bommarius A., Estler M., Kluge A., Werner H., Vollmer H., Bock H.G., Schlöder J.P., Kostina E.: Verfahren zur Bestimmung der Prozessstabilität von Enzymen. Patent 00113773.6, applied 29.06.2000.


     

     

     

     

Last update 30.10.2015