Publications

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In preparation

  1. Portfolio Optimization with Illiquid Long-Term Investments in Renewable Energy under Policy Risk: A Mixed-Integer Multistage Stochastic Model and a Moving-Horizon-Approach
    Jointly with Nadine Gatzert, Alexander Martin, Benjamin Seith, and Nikolai Vogl

Submitted work / Preprints

  1. Bookings in the European Gas Market: Characterisation of Feasibility and Computational Complexity Results
    Jointly with Martine Labbé and Fränk Plein
    Preprint (12/2018): Optimization Online, TRR Preprint Server

  2. Convergence of Finite-Dimensional Approximations for Mixed-Integer Optimization with Differential Equations
    Jointly with Falk M. Hante
    Preprint (12/2018): Optimization Online, TRR Preprint Server

  3. Endogenous Price Zones and Investment Incentives in Electricity Markets: An Application of Multilevel Optimization with Graph Partitioning
    Jointly with Mirjam Ambrosius, Veronika Grimm, Thomas Kleinert, Frauke Liers, and Gregor Zöttl
    Preprint (10/2018): Optimization Online, TRR Preprint Server, SSRN

  4. Optimierung von Versorgungsnetzen
    German textbook. In print; planned publication date is the summer term 2019.
    Springer Spektrum. ISBN: 978-3-662-58538-2
    Jointly with Lars Schewe

  5. Structural Properties of Feasible Bookings in the European Entry-Exit Gas Market System
    Jointly with Lars Schewe and Johannes Thürauf
    Preprint (9/2018): Optimization Online, TRR 154 Preprint Server

  6. Mixed-Integer Programming Techniques for the Connected Max-k-Cut Problem
    Jointly with Christopher Hojny, Imke Joormann, and Hendrik Lüthen
    Preprint (7/2018): Optimization Online, TRR 154 Preprint Server

  7. Strictly and Γ-Robust Counterparts of Electricity Market Models: Perfect Competition and Nash-Cournot Equilibria
    Jointly with Anja Kramer and Vanessa Krebs
    Preprint (6/2018): Optimization Online, TRR 154 Preprint Server

  8. The Cost of Not Knowing Enough: Mixed-Integer Optimization with Implicit Lipschitz Nonlinearities
    Jointly with Mathias Sirvent and Winnifried Wollner
    Preprint (4/2018): Optimization Online, TRR 154 Preprint Server

  9. Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning
    Jointly with Thomas Kleinert
    Preprint (2/2018; last update: 10/2018): Optimization Online, TRR 154 Preprint Server

  10. Robust Optimal Discrete Arc Sizing for Tree-Shaped Potential Networks
    Jointly with Martin Robinius, Lars Schewe, Detlef Stolten, Johannes Thürauf, and Lara Welder
    Preprint (2/2018; last update: 11/2018): Optimization Online, TRR 154 Preprint Server

  11. Complementarity-Based Nonlinear Programming Techniques for Optimal Mixing in Gas Networks
    Jointly with Falk Hante
    Preprint (9/2017; last update: 6/2018): Optimization Online, TRR 154 Preprint Server

  12. Capacity Evaluation for Large-Scale Gas Networks
    Jointly with Benjamin Hiller, Thorsten Koch, Marc E. Pfetsch, Björn Geißler, René Henrion, Imke Joormann, Alexander Martin, Antonio Morsi, Werner Römisch, Lars Schewe, Rüdiger Schultz, and Marc C. Steinbach

  13. Optimization Techniques for Tree-Structured Nonlinear Problems
    Jointly with Jens Hübner and Marc C. Steinbach
    Preprint (2/2017): Optimization Online

  14. The Impact of Potential-Based Physics Models on Pricing in Energy Networks
    Jointly with Lars Schewe
    Preprint (7/2015; last update: 11/2018): SSRN, TRR 154 Preprint Server, Optimization Online
    GAMS source code files: zip archive

Journal Articles

  1. Algorithmic Results for Potential-Based Flows: Easy and Hard Cases
    Jointly with Martin Groß, Marc E. Pfetsch, Lars Schewe, and Martin Skutella
    Accepted for publication (in 10/2018) in Networks
    Preprint (8/2017; last update 5/2018): Optimization Online, TRR 154 Preprint Server

  2. Nonconvex Equilibrium Models for Gas Market Analysis: Failure of Standard Techniques and Alternative Modeling Approaches
    Jointly with Veronika Grimm, Julia Grübel, Lars Schewe, and Gregor Zöttl
    In: European Journal on Operational Research. 2019. 273(3). ISSN 0377-2217. Pages 1097-1108. DOI: 10.1016/j.ejor.2018.09.016
    Preprint (11/2017; last update: 7/2018): TRR 154 Preprint Server, Optimization Online, SSRN

  3. A Multilevel Model of the European Entry-Exit Gas Market
    Jointly with Veronika Grimm, Lars Schewe, and Gregor Zöttl
    Accepted for publication (in 7/2018) in Mathematical Methods of Operations Research. DOI: 10.1007/s00186-018-0647-z
    Preprint (5/2017; last update: 4/2018): Optimization Online, TRR 154 Preprint Server

  4. Model and Discretization Error Adaptivity within Stationary Gas Transport Optimization
    Jointly with Volker Mehrmann and Jeroen J. Stolwijk
    In: Vietnam Journal of Mathematics. 2018. DOI: 10.1007/s10013-018-0303-1
    Preprint (12/2017): Optimization Online. TRR 154 Preprint Server

  5. A Decomposition Method for MINLPs with Lipschitz Continuous Nonlinearities
    Jointly with Mathias Sirvent and Winnifried Wollner
    Accepted for publication (in 6/2018) in Mathematical Programming. Online First. DOI: 10.1007/s10107-018-1309-x
    Preprint (7/2017; last update 6/2018): Optimization Online, TRR 154 Preprint Server

  6. Computing Feasible Points for Binary MINLPs with MPECs
    Jointly with Lars Schewe
    Accepted for publication (in 6/2018) in Mathematical Programming Computation. DOI: 10.1007/s12532-018-0141-x
    Preprint (12/2016, last update 6/2018): Optimization Online

  7. Uniqueness of Market Equilibria on Networks with Transport Costs
    Jointly with Vanessa Krebs
    In: Operations Research Perspectives. 2018. 5. DOI: 10.1016/j.orp.2018.05.002. Pages 169-173. ISSN: 2214-7160
    Preprint (11/2017; last update 4/2018): Optimization Online, TRR 154 Preprint Server

  8. Uniqueness and Multiplicity of Market Equilibria on DC Power Flow Networks
    Jointly with Vanessa Krebs and Lars Schewe
    In: European Journal on Operations Research. 2018. 271(1). Pages 165-178. DOI: 10.1016/j.ejor.2018.05.016
    Preprint (10/2017; last update 5/2018): Optimization Online, TRR 154 Preprint Server

  9. Nonoverlapping Domain Decomposition for Optimal Control Problems governed by Semilinear Models for Gas Flow in Networks
    Jointly with Günter Leugering, Alexander Martin, and Mathias Sirvent
    In: Control and Cybernetics. 2017. 46(3). Pages 191-225
    Preprint (11/2017): Optimization Online

  10. GasLib - A Library of Gas Network Instances
    Jointly with Denis Aßmann, Robert Burlacu, Jesco Humpola, Imke Joormann, Nikolaos Kanelakis, Thorsten Koch, Djamal Oucherif, Marc E. Pfetsch, Lars Schewe, Robert Schwarz, and Mathias Sirvent
    In: Data. 2017. 2(4). DOI: 10.3390/data2040040
    Preprint (last update 11/2017): Optimization Online. TRR 154 Preprint Server

  11. MIP-Based Instantaneous Control of Mixed-Integer PDE-Constrained Gas Transport Problems
    Jointly with Martin Gugat, Günter Leugering, Alexander Martin, Mathias Sirvent, and David Wintergerst
    In: Computational Optimization and Applications. 70(1). 2018. Pages 267-294. DOI: 10.1007/s10589-017-9970-1
    Preprint (last update 10/2017): Optimization Online

  12. Optimal Price Zones of Electricity Markets: A Mixed-Integer Multilevel Model and Global Solution Approaches
    Jointly with Veronika Grimm, Thomas Kleinert, Frauke Liers, and Gregor Zöttl
    Accepted for publication in Optimization Methods and Software. 2017. DOI: 10.1080/10556788.2017.1401069
    Preprint: Optimization Online

  13. Towards Simulation Based Mixed-Integer Optimization with Differential Equations
    Jointly with Martin Gugat, Günter Leugering, Alexander Martin, Mathias Sirvent, and David Wintergerst
    In: Networks. 72(1). 2018. Pages: 60-83. DOI: 10.1002/net.21812.
    Preprint (4/2017): Optimization Online

  14. Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods
    Jointly with Björn Geißler, Antonio Morsi, and Lars Schewe
    In: INFORMS Journal on Computing. 30(2). 2018. Pages 309-323. DOI: 10.1287/ijoc.2017.0780
    Preprint (6/2016): Optimization Online.

  15. Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps
    Jointly with Björn Geißler, Antonio Morsi, and Lars Schewe
    In: SIAM Journal on Optimization. 27(3). 2017. Pages 1611-1636. DOI: 10.1137/16M1069687
    Preprint (4/2016): Optimization Online, arXiv.

  16. Uniqueness of Market Equilibrium on a Network: A Peak-Load Pricing Approach
    Jointly with Veronika Grimm, Lars Schewe, and Gregor Zöttl
    In: European Journal on Operational Research. 261(3). 2017. Pages 971-983. DOI: 10.1016/j.ejor.2017.03.036
    Preprint (5/2016): Optimization Online

  17. A Distributed Interior-Point KKT-Solver for Multistage Stochastic Optimization
    Jointly with Jens Hübner and Marc C. Steinbach
    In: INFORMS Journal on Computing. 29(4). 2017. Pages 612-630. DOI: 10.1287/ijoc.2017.0748
    Preprint (2/2016): Optimization Online
    Data of the portfolio selection problems.

  18. Transmission and Generation Investment in Electricity Markets: The Effects of Market Splitting and Network Fee Regimes
    Jointly with Veronika Grimm, Alexander Martin, Martin Weibelzahl and Gregor Zöttl
    In: European Journal of Operational Research. 254(2). 2016, Pages 493-509. DOI: 10.1016/j.ejor.2016.03.044
    Preprint (3/2015): Optimization Online

  19. Computational optimization of gas compressor stations: MINLP models versus continuous reformulations
    Jointly with Daniel Rose, Marc C. Steinbach and Bernhard M. Willert
    In: Mathematical Methods of Operations Research. 83(3). 2016. Pages 409 - 444. DOI: 10.1007/s00186-016-0533-5
    Preprint (2/2015): Optimization Online

  20. High Detail Stationary Optimization Models for Gas Networks: Validation and Results
    Jointly with Marc C. Steinbach and Bernhard M. Willert
    In: Optimization and Engineering, 17(2). 2016. Pages 437-472. DOI: 10.1007/s11081-015-9300-3
    Preprint: Optimization Online
    Data of the computational results can be found here

  21. Mathematische Modellierung, Simulation und Optimierung von Gastransportnetzwerken
    Jointly with Pia Domschke, Martin Groß, Falk Hante, Benjamin Hiller, and Lars Schewe
    In: gwf-Gas|Erdgas, 11/2015. 156(11). Pages 880-885

  22. Solving power-constrained gas transportation problems using an MIP-based alternating direction method
    Jointly with Björn Geißler, Antonio Morsi and Lars Schewe
    In: Computers & Chemical Engineering. 2015. 82. Pages 303-317. DOI: 10.1016/j.compchemeng.2015.07.005
    Preprint (11/2014): Optimization Online

  23. An Interior-Point Method for Nonlinear Optimization Problems with Locatable and Separable Nonsmoothness
    In EURO Journal on Computational Optimization. 2015. 3(4). Pages 309-348. DOI: 10.1007/s13675-015-0039-6
    Preprint (04/2014): Optimization Online

  24. High detail stationary optimization models for gas networks
    Jointly with Marc C. Steinbach and Bernhard M. Willert
    In: Optimization and Engineering. 2015. 16(1). Pages 131-164. DOI: 10.1007/s11081-014-9246-x
    Preprint: IfAM Preprint 94

  25. Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions
    Jointly with Marc E. Pfetsch, Armin Fügenschuh, Björn Geißler, Nina Geißler, Ralf Gollmer, Benajmin Hiller, Jesco Humpola, Thorsten Koch, Thomas Lehmann, Alexander Martin, Antonio Morsi, Jessica Rövekamp, Lars Schewe, Rüdiger Schultz, Robert Schwarz, Jonas Schweiger, Claudia Stangl, Marc C. Steinbach, Stefan Vigerske and Bernhard M. Willert
    In: Optimization Methods and Software. 2015. 30(1). Pages 15-53. DOI: 10.1080/10556788.2014.888426
    Preprint: ZIB Report 12-41 [pdf], Optimization Online

  26. Mathematical optimization for challenging network planning problems in unbundled liberalized gas markets
    Jointly with Armin Fügenschuh, Björn Geißler, Ralf Gollmer, Christine Hayn, René Henrion, Benjamin Hiller, Jesco Humpola, Thorsten Koch, Thomas Lehmann, Alexander Martin, Radoslava Mirkov, Antonio Morsi, Jessica Rövekamp, Lars Schewe, Rüdiger Schultz, Robert Schwarz, Jonas Schweiger, Claudia Stangl, Marc C. Steinbach and Bernhard M. Willert
    In: Energy Systems. 2014. 5(3). Pages 449-473. DOI: 10.1007/s12667-013-0099-8
    Preprint: ZIB Report 13-13 [pdf]

Refereed Articles in Books and Conference Volumes

  1. Challenges in optimal control problems for gas and fluid flow in networks of pipes and canals: From modeling to industrial applications
    Jointly with Falk M. Hante, Günter Leugering, Alexander Martin, and Lars Schewe
    In: Industrial Mathematics and Complex systems: Emerging Mathematical Models, Methods and Algorithms (Eds.: Manchanda, Pammy and Lozi, René and Siddiqi, Abul Hasan). 2017. Pages: 77-122. DOI: 10.1007/978-981-10-3758-0_5
    Preprint (2016)

  2. Physical and technical fundamentals of gas networks
    Jointly with Armin Fügenschuh, Björn Geißler, Ralf Gollmer, Antonio Morsi, Marc E. Pfetsch, Jessica Rövekamp, Klaus Spreckelsen, and Marc C. Steinbach
    In: Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe (Eds.), Evaluating Gas Network Capacities
    MOS-SIAM Series on Optimization. 3/2015. ISBN 978-1-611973-68-6. DOI 10.1137/1.9781611973693.ch2.

  3. An MPEC based heuristic
    Jointly with Marc C. Steinbach and Bernhard M. Willert
    In: Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe (Eds.), Evaluating Gas Network Capacities
    MOS-SIAM Series on Optimization. 3/2015. ISBN 978-1-611973-68-6. DOI 10.1137/1.9781611973693.ch9.

  4. The precise NLP model
    Jointly with Marc C. Steinbach and Bernhard M. Willert
    In: Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe (Eds.), Evaluating Gas Network Capacities
    MOS-SIAM Series on Optimization. 3/2015. ISBN 978-1-611973-68-6. DOI 10.1137/1.9781611973693.ch10.

  5. What does "feasible" mean?
    Jointly with Imke Joormann, Marc C. Steinbach and Bernhard M. Willert
    In: Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe (Eds.), Evaluating Gas Network Capacities
    MOS-SIAM Series on Optimization. 3/2015. ISBN 978-1-611973-68-6. DOI 10.1137/1.9781611973693.ch11.

  6. Computational results for validation of nominations
    Jointly with Benjamin Hiller, Jesco Humpola, Thomas Lehmann, Ralf Lenz, Antonio Morsi, Marc E. Pfetsch, Lars Schewe, Robert Schwarz, Jonas Schweiger, Claudia Stangl, Bernhard M. Willert
    In: Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, Lars Schewe (Eds.), Evaluating Gas Network Capacities
    MOS-SIAM Series on Optimization. 3/2015. ISBN 978-1-611973-68-6. DOI 10.1137/1.9781611973693.ch12.

  7. A Primal Heuristic for Nonsmooth Mixed Integer Nonlinear Optimization
    Jointly with Marc C. Steinbach and Bernhard M. Willert
    In: Michael Jünger, Gerhard Reinelt (Eds.), Facets of Combinatorial Optimization - Festschrift for Martin Grötschel, 295-320. Springer, 2013
    Preprint (2012): IfAM Preprint 95

  8. Optimierung Technischer Kapazitäten in Gasnetzen
    Jointly with Alexander Martin, Björn Geißler, Christine Hayn, Antobio Morsi, Lars Schewe, Benjamin Hiller, Jesco Humpola, Thorsten Koch, Thomas Lehmann, Robert Schwarz, Jonas Schweiger, Marc E. Pfetsch, Marc C. Steinbach, Bernhard Willert and Rüdiger Schultz
    In: Optimierung in der Energiewirtschaft, VDI-Berichte 2157, 2011
    Preprint (2011): ZIB Report 11-56 [pdf]

  9. Using the Inhomogeneous Simultaneous Approximation Problem for Cryptographic Design
    Jointly with Frederik Armknecht and Carsten Elsner
    In: Abderrahmane Nitaj, David Pointcheval (Eds.), Progress in Cryptology - AFRICACRYPT 2011 4th International Conference on Cryptology in Africa, Dakar, Senegal, July 5-7, 2011. Proceedings. Lecture Notes in Computer Science Vol. 6737, Springer, 2011

Technical Reports

  1. KronCrypt - A New Symmetric Cryptosystem Based on Kronecker's Approximation Theorem
    Jointly with Carsten Elsner
    Cryptology ePrint Archive, Report 2009/416. 2009. PDF version

  2. Über Aspekte des Designs symmetrischer Verschlüsselungsverfahren mit einer Anwendung auf ein neues Kryptosystem
    Forschungsberichte der FHDW Hannover (ISSN 1863-7043), Bericht Nr.: 02008/02, Dezember 2008

Thesis

  1. A Generic Interior-Point Framework for Nonsmooth and Complementarity Constrained Nonlinear Optimization
    Dissertation, Leibniz Universität Hannover

  2. Über Aspekte des Designs symmetrischer Verschlüsselungsverfahren mit einer Anwendung auf ein neues Kryptosystem
    Diplomarbeit am Institut für Algebra, Zahlentheorie und Diskrete Mathematik, Leibniz Universität Hannover

  3. Approximation der medialen Achse polygonal berandeter Gebiete in der euklidischen Ebene
    Studienarbeit am Institut für Mensch-Maschine-Kommunikation, FG Graphische Datenverarbeitung, Leibniz Universität Hannover

Lecture Notes

  1. Lecture notes (Vorlesungsskript) in preparation: "Lineare Komplementaritätsprobleme"
    Summer term 2017

  2. Lecture notes (Vorlesungsskript) "Lineare und kombinatorische Optimierung"
    Winter term 2016/2017; based on the lecture notes of Alexander Martin

  3. Lecture notes (Vorlesungsskript) "Robuste Optimierung"
    Summer term 2016; based on the lecture notes of Frauke Liers

  4. Lecture notes (Vorlesungsskript) "Optimierung von Versorgungsnetzen"
    Jointly with Lars Schewe. Winter term 2015/2016 and summer term 2017

  5. Lecture notes (Vorlesungsskript) "Mathematische Optimierungsprobleme mit Gleichgewichtsnebenbedingungen"
    Summer term 2015

  6. Lecture notes (Vorlesungsskript) "Innere-Punkte-Methoden für lineare und nichtlineare Optimierungsprobleme"
    Summer terms 2013 and 2014.