News

• March 12, 2025: Today, I give a talk about The Burial of Coupling Constraints in Linear Bilevel Optimization in the seminar of the Center for Mathematical Modeling (CMM) in Santiago de Chile. If you want to get the slides, please let me know.

• March 10, 2025: Our paper A Gauss-Seidel method for solving multi-leader-multi-follower games (jointly with Filippo Fabiani, Barbara Franci, and Mathias Staudigl) has now been accepted for publication in the proceedings of the 23rd European Control Conference (ECC25). The preprint is still available on arXiv.

• March 3, 2025: The preprint On Coupling Constraints in Pessimistic Linear Bilevel Optimization (jointly with Dorothee Henke, Henri Lefebvre, and Johannes Thürauf) is now available at Optimization Online.

• February 28, 2025: It’s done. Our paper “Relax and penalize: a new bilevel approach to mixed-binary hyperparameter optimization” (jointly with Sara Venturini, Marianna De Santis, Jordan Patracone, Francesco Rinaldi, and Saverio Salzo) has now been published in the Transactions on Machine Learning Research. You find the open access version of the paper here: https://openreview.net/forum?id=A1R1cQ93Cb.

• February 19, 2025: Can bilevel optimization help to solve challenging robust optimization problems? Maybe … here’s our first numerical study on this topic: Solving Decision-Dependent Robust Problems as Bilevel Optimization Problems (jointly with Henri Lefebvre, Simon Stevens, and Johannes Thürauf). The preprint is, as usual, available at Optimization Online.

• February 17, 2025: Our paper Relax and penalize: a new bilevel approach to mixed-binary hyperparameter optimization (jointly with Sara Venturini, Marianna De Santis, Jordan Patracone, Francesco Rinaldi, and Saverio Salzo) has now been accepted in Transactions on Machine Learning Research. Here’s the preprint version of the paper on arXiv.

• February 6, 2025: That’s a great paper week. Our article Mixed-Integer Linear Optimization for Cardinality-Constrained Random Forests (jointly with Jan Pablo Burgard and Maria Eduarda Pinheiro from Trier University) has been accepted for publication in Optimization Letters. The preprints are still available, of course, here: Optimization Online, arXiv.

• February 4, 2025: Fantastic paper news. Our article Adjustable Robust Nonlinear Network Design Without Controllable Elements under Load Scenario Uncertainties (iointly with Johannes Thürauf and Julia Grübel) has been accepted for publication in Mathematical Programming (Series B). The preprint stays online. You can find it here: Optimization Online.

• January 20, 2025: Today, I gave A Gentle and Incomplete Introduction to Bilevel Optimization at the 11th Winter School on Network Optimization in Estoril, Portugal. I you want to see the slides, just let me know and I’ll send them to you.

• January 19, 2025: It was a really long journey but now, I am happy to be able to announce that our paper Heuristic Methods for Γ-Robust Mixed-Integer Linear Bilevel Problems (jointly with Yasmine Beck and Ivana Ljubic) has now been accepted for publication in INFORMS Journal on Computing. The latest (= final) version of the preprint can still be found at Optimization Online.

• January 17, 2025: Our paper Connections between Robust and Bilevel Optimization (jointly with Marc Goerigk, Jannis Kurtz, and Johannes Thürauf) is now published in the Open Journal of Mathematical Optimization. As the name of the journal suggests, it’s open access ;-) But the preprint is still available as well at Optimization Online.

• January 2, 2025: I am very proud to be elected to be member of the International Scientific Committee of the Instituto Universitario de Investigación de Matematicas y Aplicaciones of the Universidad Zaragoza

• December 19, 2024: Most likely the final paper news for this year. A new preprint on Computing Counterfactual Explanations for Linear Optimization: A New Class of Bilevel Models and a Tailored Penalty Alternating Direction Method (joint work with Henri Lefebvre) is now online: Optimization Online.

• December 9, 2024: Our paper A Tutorial on Solving Single-Leader-Multi-Follower Problems using SOS1 Reformulations (jointly with Didier Aussel and Cécile Egea) has now been published in Volume 32, Number 3, Pages 1227-1250 of the International Transactions in Operational Research. You can find it here: 10.1111/itor.13466 - it’s open access.

• December 5, 2024: Finally, our paper Connections between Robust and Bilevel Optimization (jointly with Marc Goerigk, Jannis Kurtz, and Johannes Thürauf) has been accepted for publication in the Open Journal of Mathematical Optimization. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server.

• December 4, 2024: Our paper On Coupling Constraints in Linear Bilevel Optimization (jointly with Dorothee Henke, Henri Lefebvre, and Johannes Thürauf)
  has now been published online in Optimization Letters, see here: 10.1007/s11590-024-02156-3. It’s open access! Nevertheless, the preprints are still available at Optimization Online and arXiv.

• December 1, 2024: There’s a new preprint on Mixed-Integer Bilevel Optimization with Nonconvex Quadratic Lower-Level Problems: Complexity and a Solution Method (jointly with Immanuel Bomze and Andreas Horländer) on Optimization Online.

• November 21, 2024: Our paper An Exact Method for Nonlinear Network Flow Interdiction Problems (jointly with Johannes Thürauf) is now published in the SIAM Journal in Optimization. The preprint can still be found at Optimization Online.

• November 19, 2024: I gave today the talk BOBILib: Bilevel Optimization (Benchmark) Instance Library at the PGMODays 2024 in Paris, France. If you want to have the slides, just let contact me and I’ll send them.

• October 22, 2024: Our paper On a Tractable Single-Level Reformulation of a Multilevel Model of the European Entry-Exit Gas Market with Market Power (jointly with Veronika Grimm, Julia Grübel, Alexandra Schwartz, Ann-Kathrin Wiertz, and Gregor Zöttl) has been accepted today for publication in the Journal of Global Optimization. The latest preprint can still be found at Optimization Online.

• October 8, 2024: Our paper On Coupling Constraints in Linear Bilevel Optimization (jointly with Dorothee Henke, Henri Lefebvre, and Johannes Thürauf) has now been accepted for publication in Optimization Letters. Here is the latest version of the preprint: Optimization Online.

• July 24, 2024: Today, I gave my talk about BOBILib: Bilevel Optimization (Benchmark) Instance Library at at the ISMP 2024. If you missed it, here are the slides!

• July 20, 2024: Preprint alarm again … You always wanted to see how to solve huge-scale household assignment problems arising in spatial microsimulation models (which are actually maximum weight matching problems with special side constraints)? Well, here is our answer: https://tinyurl.com/mr3k3kry. Our new preprint Computational Methods for the Household Assignment Problem (joint work with Ulf Friedrich, Lucas Moschen, andRalf Münnich).

• July 17, 2024: It is done. After 6 to 7 years of work, our report on BOBILib: Bilevel Optimization (Benchmark) Instance Library (jointly with Johannes Thürauf, Thomas Kleinert, Ivana Ljubic, and Ted Ralphs) is available online at Optimization Online and the accompanying website is online as well: https://bobilib.org! More than 2500 well-curated (mixed-)integer linear bilevel instances, a new instance data format, a json format for best known solutions, best known feasible points for all instances where we have them, a benchmark instance subset, it’s all there … Cheers, I now open a bottle of beer!

• July 16, 2024: Preprint alarm … Our report on Exact Augmented Lagrangian Duality for Nonconvex Mixed-Integer Nonlinear Optimization (jointly with Henri Lefebvre) is now available online at Optimization Online.

• July 10, 2024: Our new preprint on A Toll-Setting Problem with Robust Wardrop Equilibrium Conditions Under Budgeted Uncertainty (jointly with Yasmine Beck and Martine Labbé) is now available online at Optimization Online.

• June 25, 2024: Our paper A Ramsey-Type Equilibrium Model with Spatially Dispersed Agents (jointly with Leonhard Frerick, Georg Müller-Fürstenberger, and Max Späth) has today been accepted in Networks and Spatial Economics - will but out soon as open access. Nevertheless, you can find the latest version also at SSRN.

• June 14, 2024: Yet another paper has been accepted. An Exact Method for Nonlinear Network Flow Interdiction Problems (jointly with Johannes Thürauf) will be published soon in SIAM Journal in Optimization. Until then, you still find the latest (and accepted) version of the paper at Optimization Online.

• June 11, 2024: A new print is out there: Stabilizing GNEP-Based Model Predictive Control: Quasi-GNEPs and End Constraints (jointly with Falk M. Hante and Antonia Topalovic) is available now at Optimization Online.

• May 28, 2024: Our Tutorial on Solving Single-Leader-Multi-Follower Problems using SOS1 Reformulations (jointly with Didier Aussel and Cécile Egea) is now available online in the International Transactions in Operational Research (DOI: 10.1111/itor.13466). Although it is open access, please don’t read this version. Just go to our much nicer preprint version at Optimization Online.

• May 16, 2024: What a day. One paper submitted - another one published: Mixed-Integer Quadratic Optimization and Iterative Clustering Techniques for Semi-Supervised Support Vector Machines has now been published online in TOP (DOI: 10.1007/s11750-024-00668-w). It’s open access - go for it!

• May 16, 2024: If you still don’t know what to do over the weekend, here’s another preprint on Mixed-Integer Linear Optimization for Cardinality-Constrained Random Forests (jointly with Jan Pablo Burgard and Maria Eduarda Pinheiro) at Optimization Online.

• May 13/14, 2024: We hosted the international conference Variational Analysis and Applications for Modeling of Energy Exchange – VAME 2024 at Trier University. Participants from all over the world including Chile, USA, Italy, Germany, Peru, Sweden, Brazil, or France discussed topics around advanced techniques from mathematical optimization to address important aspects of energy markets and networks. All information can be found here.

• April 22, 2024: Today I gave my plenary talk A Gentle and Incomplete Introduction to Bilevel Optimization at the 24th edition of the Belgian Mathematical Optimization Workshop in La Roche-en-Ardennes, Belgium. If you want to have the slides, just drop me a message.

• April 16, 2024: When a revision turns out to be a new paper ;-) Our older paper got a facelift and is now called Heuristic Methods for Mixed-Integer, Linear, and Γ-Robust Bilevel Problems (jointly with Yasmine Beck and Ivana Ljubic): Optimization Online

• April 15, 2024: Our paper A Tutorial on Solving Single-Leader-Multi-Follower Problems using SOS1 Reformulations (jointly with Didier Aussel and Cécile Egea) has now been accepted for publication in International Transactions in Operational Research. The latest preprints can still be found on Optimization Online.

• April 4, 2024: When Gauss-Seidel meets MIP: Solving multi-leader multi-follower games for ride-hail markets … here’s how we do it: A mixed-integer-programming-based Gauss–Seidel method for multi-leader-multi-follower games (jointly with Filippo Fabiani, Barbara Franci, and Mathias Staudigl) at arXiv.

• March 29, 2024: Last news before the easter break. Our paper Adjustable Robust Nonlinear Network Design under Demand Uncertainties (jointly with Johannes Thürauf and Julia Grübel) is now ready and available online at Optimization Online.

• March 22, 2024: Preprint alert … our paper Using Disjunctive Cuts in a Branch-and-Cut Method to Solve Convex Integer Nonlinear Bilevel Problems (jointly with Andreas Horländer and Ivana Ljubic) is now available online at Optimization Online.

• March 18, 2024: There’s no better way to start working after coming back from vacation: Our paper On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems (jointly with Christian Biefel) is now published in Optimization Letters. It’s open access and you can find it here: 10.1007/s11590-023-02093-7. However, the (more beautiful) preprint versions are still available here: Optimization Online, arXiv.

• February 20, 2024: It was a great pleasure for me today to give my talk A Primer on Bilevel Optimization Under Uncertainty at the seminar of the WIAS in Berlin, Germany. Thanks a lot for the invitation.

• Februar 19, 2024: There’s a new preprint out there: On Coupling Constraints in Linear Bilevel Optimization (jointly with Dorothee Henke, Henri Lefebvre, and Johannes Thürauf) can be found here: Optimization Online, arXiv.

• February 18, 2024: Our chapter Gas Transport Network Optimization: PDE-Constrained Models (jointly with Falk M. Hante) has now been published in the new version of the Encyclopedia of Optimization (edited by Panos M. Pardalos and Oleg A. Prokopyev. 2024. DOI: 10.1007/978-3-030-54621-2_872-1). The preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• February 12, 2024: After a hard fight with the typesetters, our paper Exact and Heuristic Solution Techniques for Mixed-Integer Quantile Minimization Problems (jointly with Diego Cattaruzza, Martine Labbé, Matteo Petris, and Marius Roland) is now finally published in INFORMS Journal of Computing. The preprints are still available: Optimization Online, TRR 154 Preprint Server.

• February 7, 2024: Our paper Mixed-Integer Quadratic Optimization and Iterative Clustering Techniques for Semi-Supervised Support Vector Machines
  (jointly with Jan Pablo Burgard and Maria Eduarda Pinheiro) has been accepted for publication today in TOP. The preprints are still available: Optimization Online, arXiv.

• January 22, 2024: Today a give my 3x90 minutes mini course lectures at the 3rd International Workshop on Bilevel Optimization – IWOBIP'24 on A Primer on Bilevel and Robust Optimization in Rancagua, Chile. If you’re interested, the slides are available on demand.

• January 19, 2024: Preprint news. Our paper Mixed-Integer Linear Optimization for Semi-Supervised Optimal Classification Trees (jointly with Jan Pablo Burgard and Maria Eduarda Pinheiro) is now available online at Optimization Online and arXiv.

• January 2, 2024: Great news for the start of the new year. Our paper On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems (jointly with Christian Biefel) has been accepted for publication in Optimization Letters. The preprints can still be found here: Optimization Online, arXiv.

• November 28, 2023: Today, I gave the talk about Learning the Follower's Objective Function in Sequential Bilevel Games at the PGMODAYS 2023 in Paris, France.

• November 13, 2023: Giving a talk again. Today, The Minimum Sum-of-Squares Clustering Problem: Robustification and Global Optimization Techniques
  in the NeEDS online seminar series.

• November 7, 2023: Today, I gave the talk A Primer on Bilevel Optimization Under Uncertainty at the Università degli Studi di Brescia in Italy.

• October 18, 2023: Our paper A Consensus-Based Alternating Direction Method for Mixed-Integer and PDE-Constrained Gas Transport Problems (jointly with Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) has today been published online in the INFORMS Journal of Computing. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server.

• October 9, 2023: Finally, I also have a paper on column generation ;-) Using Column Generation in Column-and-Constraint Generation for Adjustable Robust Optimization (Jointly with Henri Lefebvre and Johannes Thürauf). The preprint can be found at Optimization Online.

• September 29, 2023: Good news just before the weekend. Our paper Exact and Heuristic Solution Techniques for Mixed-Integer Quantile Minimization Problems (jointly with Diego Cattaruzza, Martine Labbé, Matteo Petris, and Marius Roland) has now been accepted for publication in INFORMS Journal of Computing. The preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• September 25, 2023: I am very proud that I was invited to give a plenary talk about 15 Years of Gas Network Optimization at the Conference on Applied, Computational and Algorithmic Optimization (CACAO) 2023 in Hannover.

• September 22, 2023: Today, I gave the talk Connections Between Bilevel and Robust Optimization in the Robust Optimization Webinar (ROW) Series via Zoom. The recording will be made available on YouTube soon.

• September 11, 2023: New food for thought. Our preprint Relax and penalize: a new bilevel approach to mixed-binary hyperparameter optimization (jointly with Marianna De Santis, Jordan Frecon, Francesco Rinaldi, and Saverio Salzo is now available online on arXiv.

• August 18, 2023: Last day in the office before my vacation, last paper post. Our preprint Learning the Follower's Objective Function in Sequential Bilevel Games
  (jointly with Ioana Molan and Johannes Thürauf) is now available online.

• August 14, 2023: Our paper A Consensus-Based Alternating Direction Method for Mixed-Integer and PDE-Constrained Gas Transport Problems (jointly with Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) has been accepted for publication in INFORMS Journal of Computing. The final preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• August 10, 2023: Today, I gave my plenary talk on Matchmaking Bilevel and (Γ-)Robust Optimization at the International Conference on Bilevel Optimization
  in Southampton, UK.

• July 25,2023: Since today, our Tutorial on Solving Single-Leader-Multi-Follower Problems using SOS1 Reformulations (jointly with Didier Aussel and Cécile Egea) is available at Optimization Online.

• July 13, 2023: The follow-up paper to the one from the last news-post is now online as well: An Extension of the Bertsimas & Sim Result for Discrete, Linear, and Γ-Robust Min-Max Problems (jointly with Yasmine Beck and Ivana Ljubic). You can find the preprint on Optimization Online.

• July 11, 2023: Our paper Exact Methods for Discrete Γ-Robust Interdiction Problems with an Application to the Bilevel Knapsack Problem (Jointly with Yasmine Beck and Ivana Ljubic) is now published in Mathematical Programming Computation. (DOI: 10.1007/s12532-023-00244-6). It’s open access again; go for it. Otherwise, you’ll find the preprint versions here: Optimization Online, TRR 154 Preprint Server.

• July 6, 2023: Today, I give a talk about A Successive Mixed-Integer Linear Relaxation Method for MINLPs with Lipschitz Continuous Nonlinearities
  at the seminar “Learning from Both Sides: Linear and Nonlinear Mixed-Integer Optimization” at the Institut Mittag-Leffler in Stockholm.

• June 23, 2023: Some new food for thought … our preprint Connections and Reformulations between Robust and Bilevel Optimization (jointly with Marc Goerigk, Jannis Kurtz, and Johannes Thürauf) is ready and available at Optimization Online.

• June 19, 2023: Our paper Adaptive Nonlinear Optimization of District Heating Networks Based on Model and Discretization Catalogs (jointly with Hannes Dänschel, Volker Mehrmann, and Marius Roland is available online in the SeMA journal (DOI: 10.1007/s40324-023-00332-6). It’s open access - go for it.

• June 15, 2023: Our short chapters Gas Transport Network Optimization: Mixed-Integer Nonlinear Models and Gas Transport Network Optimization: PDE-Constrained Models (both jointly with Falk Hante) have been accepted in the Encyclopedia of Optimization (to appear in 2024): The preprints can be found here Optimization Online, TRR 154 Preprint Server and here Optimization Online, TRR 154 Preprint Server.

• June 6, 2023: Our paper A Successive Linear Relaxation Method for MINLPs with Multivariate Lipschitz Continuous Nonlinearities (jointly with Julia Grübel, Richard Krug, and Winnifried Wollner) has been accepted today for publication in the Journal of Optimization Theory and Applications. The preprints are still available here: Optimization Online, TRR 154 Preprint Server, arXiv.

• June 1, 2023: Our paper Adaptive Nonlinear Optimization of District Heating Networks Based on Model and Discretization Catalogs (jointly with Hannes Dänschel, Volker Mehrmann, and Marius Roland) has been accepted today in the SeMA journal. The preprints are still available here: Optimization Online, TRR 154 Preprint Server, arXiv.

• May 31, 2023: Today, I give my talk On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level (joint work with Yasmine Beck, Daniel Bienstock, and Johannes Thürauf) at the SIAM Conference on Optimization (OP23) in Seattle, USA.

• May 29, 2023: It’s done. Our paper On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level (jointly with Yasmine Beck, Johannes Thürauf, and Daniel Bienstock) is now published in the Journal of Optimization Theory and Applications. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server, arXiv.

• May 20, 2023: Fantastic weekend news. Our paper Exact Methods for Discrete Γ-Robust Interdiction Problems with an Application to the Bilevel Knapsack Problem (jointly with Yasmine Beck and Ivana Ljubic) has been accepted today for publication in Mathematical Programming Computation. The preprint is still available, e.g., on Optimization Online.

• March 30, 2023: It was an honor for me today to give the plenary talk on Block Decomposition of Large-Scale MINLPs and (Penalty) Alternating Direction Methods at the III Sevilla MINLP Workshop at the IMUS at the University of Seville.

• March 22, 2023: Our preprint Mixed-Integer Quadratic Optimization and Iterative Clustering Techniques for Semi-Supervised Support Vector Machines (jointly with Jan Pablo Burgard and Maria Eduarda Pinheiro) is now online: Optimization Online.

• March 14, 2023: Our paper Time-Domain Decomposition for Mixed-Integer Optimal Control Problems (jointly with Falk M. Hante and Richard Krug) has now been published online in Applied Mathematics & Optimization. The preprints are still available and you can find them here: TRR 154 Preprint Server, Optimization Online.

• March 7, 2023: A completely re-worked version of our preprint A PDE-Constrained Generalized Nash Equilibrium Approach for Modeling Gas Markets with Transport (jointly Veronika Grimm, Michael Hintermüller, Olivier Huber, Lars Schewe, and Gregor Zöttl) is online since today. You can find the preprints here: TRR 154 Preprint Server, Optimization Online.

• March 2, 2023: Today, I am at my old university and give the talk Bilevel Optimization: Some Basics, the European Gas Market under Uncertainty, and an Open Research Problem at Institute of Applied Mathematics at the Leibniz Universität Hannover.

• February 27, 2023: Our introductory article A Brief Introduction to Robust Bilevel Optimization (jointly with Yasmine Beck and Ivana Ljubic) is now published in SIAG on Optimization Views and News.

• February 16, 2023: You always wanted to solve a bilevel problem for which you do not know the follower's problem? Then, our paper Using Neural Networks to Solve Linear Bilevel Problems with Unknown Lower Level, which has been published in Optimization Letters today, might be of interest for you. It’s open access but you can also find the preprints here: Optimization Online, TRR 154 Preprint Server.

• February 15, 2023: It’s done. Our paper A Survey on Bilevel Optimization Under Uncertainty (jointly with Yasmine Beck and Ivana Ljubic) has been published in the European Journal on Operational Research. It’s open access and you can still find the preprints here: Optimization Online, TRR145 Preprint Server.

• February 7, 2023: Finally, our paper Why there is no need to use a big-M in linear bilevel optimization: A computational study of two ready-to-use approaches (jointly with Thomas Kleinert) has been published online in Computational Management Science (DOI: 10.1007/s10287-023-00435-5). It’s open access and the preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• February 6, 2023: Today, I gave the talk A Primer on Bilevel Optimization Under Uncertainty at the Department of Computer, Control and Management Engineering of Sapienza, Università di Roma. Thanks for having me!

• January 19, 2023: If you want to dive into gas network optimization, we have two good primers for you: Gas Transport Network Optimization: Mixed-Integer Nonlinear Models (Optimization Online) and Gas Transport Network Optimization: PDE-Constrained Models (Optimization Online) - both with Falk Hante.

• January 16, 2023: I am extremely proud that our paper Closing the gap in linear bilevel optimization: a new valid primal-dual inequality (jointly with Thomas Kleinert, Martine Labbé, and Fränk Plein) won the Optimization Letters best paper award for the year 2021.

• January 10, 2023: Today, our paper Mixed-Integer Programming Techniques for the Minimum Sum-of-Squares Clustering Problem (jointly with Jan Pablo Burgard, Carina Moreira Costa, Christopher Hojny, and Thomas Kleinert) got published online in the Journal of Global Optimization. It’s open access, go for it!

• January 5, 2023: What a start in the new year. Our paper A Survey on Bilevel Optimization Under Uncertainty (jointly with Yasmine Beck and Ivana Ljubic) has been accepted today for publication (01/2023) in the European Journal on Operational Research. It will be published as open access and here you still find the preprints: Optimization Online, TRR145 Preprint Server.

• December 30, 2022: Last news of this year. Our paper Why there is no need to use a big-M in linear bilevel optimization: A computational study of two ready-to-use approaches (jointly with Thomas Kleinert) has now been accepted for publication in Computational Management Science. The preprints are, as usual, still available here: Optimization Online, TRR 154 Preprint Server.

• December 7, 2022: Our paper Using Neural Networks to Solve Linear Bilevel Problems with Unknown Lower Level (jointly with Ioana Molan) has today been accepted for publication in Optimization Letters. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server.

• November 28, 2022: A Brief Introduction to Robust Bilevel Optimization (jointly with Yasmine Beck and Ivana Ljubic) is now available online at Optimization Online or arXiv.

• November 24, 2022: Paper news … Our article Time-Domain Decomposition for Mixed-Integer Optimal Control Problems (jointly with Falk M. Hante and Richard Krug) has been accepted for publication in Applied Mathematics & Optimization. The preprints are still available: TRR 154 Preprint Server, Optimization Online.

• November 17, 2022: The talk tour goes on. Today, I talk about The Minimum Sum-of-Squares Clustering Problem: Robustification and Global Optimization Techniques at the ESSEC Business School Paris.

• November 7, 2022: Today, I gave the talk Bilevel Optimization: Some Basics, the European Gas Market under Uncertainty, and an Open Research Problem in the AdONE Seminar at TU München (via Zoom). If you’re interested in the slides, please contact me.

• November 6, 2022: The week couldn’t end better … Our paper(s) A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems. Part I: Key Ideas and a Fixed Parameter Setting and A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems. Part II: Penalty Updates and Numerical Results (jointly with Andreas Horländer) have been accepted for publication in the Proceedings of the International Conference on Operations Research (OR2022). Their joint preprint can still be found here: Optimization Online, TRR 154 Preprint Server.

• November 2, 2022: Today, I gave the plenary talk Some Recent Results and Thoughts on Bilevel Optimization Under Uncertainty at the Dagstuhl seminar “Optimization at the Second Level”.

• October 24, 2022: A perfect start into the new week. Our paper A Consensus-Based Alternating Direction Method for Mixed-Integer and PDE-Constrained Gas Transport Problems (jointly with Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) is now ready and available online at Optimization Online or at the TRR 154 Preprint Server.

• October 19, 2022: Finally, some paper news … Our preprint An Exact Method for Nonlinear Network Flow Interdiction Problems (jointly with Johannes Thürauf) is now available at Optimization Online.

• September 26, 2022: Today, I gave a talk on The Minimum Sum-of-Squares Clustering Problem: Robustification and Global Optimization Techniques in the OASYS Seminar Series at the University of Málaga. It was a great event. Thanks again for the invitation. PS: If you want to have the slides, just let me know via e-mail.

• August 29, 2022: We have a new short note On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems (jointly with Christian Biefel). The tiny six-pages preprint can be found at Optimization Online.

• August 22, 2022: Today, I gave the talk Multilevel Optimization: Basics, an Application to the European Gas Market, and an Open Research Problem in the seminar series of the Institut of Mathematik at the Humboldt-Universität zu Berlin. Thanks for the invitation. If your want to have the slides, just let me know.

• August 12, 2022: It’s time for another Lipschitz optimization paper. Our preprint A Successive Linear Relaxation Method for MINLPs with Multivariate Lipschitz Continuous Nonlinearities with Applications to Bilevel Optimization and Gas Transport (jointly with Julia Grübel, Richard Krug, and Winnifried Wollner) is out now so that you have something fresh to read during the weekend. The preprints can be found here: Optimization Online, TRR 154 Preprint Server, arXiv.

• August 8, 2022: Our paper An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problem (jointly with Carina Moreira Costa and Dennis Kreber) is now published in INFORMS Journal on Computing (DOI: 10.1287/ijoc.2022.1211).
  The preprint can still be found at Optimization Online.

• July 25, 2022: Finally, it’s online. Our paper Robustification of the k-Means Clustering Problem and Tailored Decomposition Methods: When More Conservative Means More Accurate (jointly with Jan Pablo Burgard and Carina Moreira Costa) is now published in Annals of Operations Research. It’s open access - go for it!

• July 16, 2022: Perfect weekend news: Our paper Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems (jointly with Filippo Fabiani, Barbara Franci, Simone Sagratella, and Mathias Staudigl) has been accepted for publication in the proceedings of the 61st IEEE Conference on Decision and Control. The preprint can still be found on arXiv.

• July 14, 2022: Our short communication A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems (jointly with Andreas Horländer) is ready now and available online at Optimization Online, TRR 154 Preprint Server.

• July 4 & 5, 2022: At the 32nd EURO Conference in Aalto University, Espoo, Finland, I gave the talk A “Survey” on Mixed-Integer Programming Techniques in Bilevel Optimization (slides) and the keynote Recent algorithmic advances in bilevel optimization (slides).

• July 1, 2022: Preprints news … our new paper Using Neural Networks to Solve Linear Bilevel Problems with Unknown Lower Level (jointly with Ioana Molan) is now available online at Optimization Online and at the TRR154 Preprint Server.

• June 24, 2022: Our new survey A Survey on Bilevel Optimization Under Uncertainty (jointly with Yasmine Beck and Ivana Ljubic) with more than 200 references is now available online at Optimization Online or at the TRR 154 Preprint Server.

• June 23, 2022: I am very proud that I am invited to give the plenary talk Multilevel Optimization: Basics, an Application to the European Gas Market, and an Open Research Problem today at the SIAM UKIE National Student Chapter Conference at the University of Edinburgh in Scotland. If you’re interested, the slides are available here.

• June 21, 2022: Our paper Nonconvex Equilibrium Models for Energy Markets: Exploiting Price Information to Determine the Existence of an Equilibrium
  (jointly with Julia Grübel, Olivier Huber, Lukas Hümbs, Max Klimm, and Alexandra Schwartz) has been accepted today for publication in Optimization Methods and Software. The preprints are still available here: TRR 154 Preprint Server, Optimization Online.

• June 14, 2022: I am very proud that I can announce that I am now an editorial board member of Journal of Optimization Theory and Applications.

• June 7, 2022: Perfect news to start the week. Our paper Robustification of the k-Means Clustering Problem and Tailored Decomposition Methods: When More Conservative Means More Accurate (jointly with Jan Pablo Burgard and Carina Moreira Costa) has been accepted in Annals of Operations Research. The latest preprint version can be found on Optimization Online.

• May 20, 2022: Some more preprint news. Our paper A Ramsey-Type Equilibrium Model with Spatially Dispersed Agents (jointly with Leonhard Frerick, Georg Müller-Fürstenberger, and Max Späth) is now available online as a preprint. You can find it on Optimization Online and on SSRN.

• May 19, 2022: So happy that our paper A Penalty Branch-and-Bound Method for Mixed-Binary Linear Complementarity Problems (jointly with Marianna de Santis, Sven de Vries, and Lukas Winkel) has now been accepted for publication in INFORMS Journal on Computing. The preprints can still be found here: TRR 154 Preprint Server, Optimization Online.

• May 16, 2022: I am proud to announce that I am now also part of the editorial board of Optimization Letters.

• May 13, 2022: Rather good news for a Friday, the 13th … our paper On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints (jointly with Holger Heitsch, René Henrion, and Thomas Kleinert) has now been published in the Journal of Global Optimization. It is open access and, thus, freely available for everybody. Anyhow, the preprints are still available here: TRR 154 Preprint Server, Optimization Online.

• May 10, 2022: Today, I gave a talk on Some best practices and pitfalls of solving bilevel optimization problems at the Second International Workshop on “Variational Analysis and Applications for Modelling of Energy Exchange” (VAME 2022) at the University of Brescia, Italy. If you want to see the slides, just let me know and I can send them to you.

• May 5, 2022: Our paper An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problem (jointly with Carina Moreira Costa and Dennis Kreber) has been accepted today for publication in the INFORMS Journal on Computing. If you’re interested, the preprints can be found at Optimization Online.

• May 2, 2022: Yet another research seminar talk. Today, I talk about The Cost of Not Knowing Enough: Mixed-Integer Optimization with Lipschitz Nonlinearities in the seminar series of the department of mathematics at KTH Stockholm. Just let me know if you want to have the slides and I’ll send you the PDF.

• April 28, 2022: Today, I gave a talk on On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints in the ENRE Online Scientific Event Series. The recording of the talk will be available online soon.

• April 13, 2022: Today, I gave my talk on A brief history of linear optimization in our seminar series “Math History Lectures” at Trier University. Such a wonderful topic.

• April 4, 2022: Getting paper acceptance mails on Mondays is the best start into a working week :-) Our paper On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints (jointly with Holger Heitsch, René Henrion, and Thomas Kleinert)
  has now been accepted for publication in Journal of Global Optimization. The preprints are still available online: TRR 154 Preprint Server, Optimization Online.

• April 3, 2022: Finally, it is out. This was a very long publishing experience. Our book chapter 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 my PhD supervisor Marc C. Steinbach) is now published in the book German Success Stories in Industrial Mathematics (edited by Hans Georg Bock, Karl-Heinz Küfer, Peter Maass, Anja Milde, and Volker Schulz)

• March 30, 2022: Our preprint Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems (jointly with Filippo Fabiani, Barbara Franci, Simone Sagratella, and Mathias Staudigl) is available online at arXiv.

• March 14, 2022: Wow! I am really mega-proud that we today received the MMOR Best Paper Award 2021 for our paper A bilevel optimization approach to decide the feasibility of bookings in the European gas market in the journal Mathematical Methods of Operations Research. I thank the entire editorial board for this award. Moreover, I am more than grateful with my fantastic co-authors Fränk Plein, Martine Labbé, and Johannes Thürauf! Thanks a lot!

• March 9, 2022: Our now preprint on Mixed-Integer Programming Techniques for the Minimum Sum-of-Squares Clustering Problem (jointly with Jan Pablo Burgard, Carina Moreira Costa, Christopher Hojny, and Thomas Kleinert) is online now at Optimization Online.

• March 8, 2022: Fantastic news. Thomas Kleinert, Martine Labbé, Ivana Ljubić, and myself got the Marguerite Frank Award for the best EJCO paper in 2021 for the paper A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization.

• February 25, 2022: I'm very proud that we (jointly with Diego Cattaruzza, Martine Labbé, Matteo Petris, and Marius Roland) won the scientific prize for the ROADEF/EURO challenge on grid operation based outage maintenance planning - awarded yesterday at the ROADEF 2022 conference.

• February 24, 2022: Today, I gave the talk Mixed-Integer Programming Techniques for the Minimum Sum-of-Squares Clustering Problem virtually in the Séminaire du GERAD series. The slides can be found here.

• February 14, 2022: That’s a perfect start into the new week. Our paper Affinely Adjustable Robust Linear Complementarity Problems (jointly with Christian Biefel, Frauke Liers, and Jan Rolfes) is now published in the SIAM Journal on Optimization (DOI: 10.1137/20M1359778). The preprints are still available here: Optimization Online, TRR 154 Preprint Server, arXiv.

• February 2, 2022: There are some bad news for bilevel optimization with nonconvex lower levels (sorry). All the details can be found in our preprint On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level (Jointly with Yasmine Beck, Johannes Thürauf, and Daniel Bienstock). You can download all the preprints here: Optimization Online, TRR 154 Preprint Server.

• February 1, 2022: Finally, it is done. Our paper On Linear Bilevel Optimization Problems with Complementarity-Constrained Lower Levels (jointly with Steven A. Gabriel and Marina Leal) has now been published online in the Journal of the Operational Research Society. The preprints can still be found at Optimization Online or at the TRR 154 Preprint Server.

• January 27, 2022: The first preprint of 2022 is out there: Adaptive Nonlinear Optimization of District Heating Networks Based on Model and Discretization Catalogs (jointly with Hannes Dänschel, Volker Mehrmann, and Marius Roland). The preprint can be found at Optimization Online.

• January 3, 2022: Perfect start into the new year. Our paper Global Optimization for the Multilevel European Gas Market System with Nonlinear Flow Models on Trees (jointly with Lars Schewe and Johannes Thürauf) has now been published in Journal of Global Optimization (DOI: 10.1007/s10898-021-01099-8). It’s open access but you can also still find the preprints here: Optimization Online, TRR 154 Preprint Server.

• December 17, 2021: Today, I give a talk "at" MIT on Multilevel mixed-integer nonlinear optimization for electricity market design: Motivation, models, solution techniques, and results in the virtual seminar series "enOPTIMAL" at the interface of energy, optimization and machine learning research. If you’re interested, the talk can be attained via Zoom. The details can be found on the enOPTIMAL website.

• December 13, 2021: Our paper A Tractable Multi-Leader Multi-Follower Peak-Load-Pricing Model with Strategic Interaction (jointly with Veronika Grimm, Daniel Nowak, Lars Schewe, Alexandra Schwartz, and Gregor Zöttl) in now published online in Mathematical Programming. It’s open access, but you can still find the preprints here anyway: Optimization Online, SSRN, TRR 154 Preprint Server.

• December 8, 2021: Our paper Presolving Linear Bilevel Optimization Problems (jointly with Thomas Kleinert, Julian Manns, and Dieter Weninger) is now published in EURO Journal on Computational Optimization. The preprints can be found here: TRR 154 Preprint Server, Optimization Online.

• December 2, 2021: It is always great to have a “paper accepted” e-mail on your inbox. This time it was for our paper On Linear Bilevel Optimization Problems with Complementarity-Constrained Lower Levels (jointly with Steven A. Gabriel and Marina Leal) that has been accepted for publication in Journal of the Operational Research Society. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server.

• December 1, 2021: Today, I give a talk on our paper On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints at the PGMO Days 2021 in Paris (which is joint work with Holger Heitsch, René Henrion, and Thomas Kleinert). The paper’s preprint can be found here: TRR 154 Preprint Server, Optimization Online. The slides are freely available here.

• November 28, 2021: Perfect weekend news … Our paper Affinely Adjustable Robust Linear Complementarity Problems (jointly with Christian Biefel, Frauke Liers, and Jan Rolfes) has been accepted for publication in SIAM Journal on Optimization. Here, you can find the latest preprint versions: Optimization Online, TRR 154 Preprint Server, arXiv.

• November 25, 2021: We have a new working paper online: A PDE-Constrained Generalized Nash Equilibrium Approach for Modeling Gas Markets with Transport (jointly Veronika Grimm, Michael Hintermüller, Olivier Huber, Lars Schewe, and Gregor Zöttl). The PDF can be downloaded at the TRR 154 preprint server.

• November 12, 2021: Today, I give a talk on Existence of Energy Market Equilibria with Convex and Players (via Zoom) at the Trans-Atlantic Infraday Conference 2021 at Aalto University, Finland. Let me know if you want to have the slides.

• November 10, 2021: Yet another bilevel paper - Exact Methods for Discrete Γ-Robust Min-Max Problems (jointly with Yasmine Beck and Ivana Ljubic) is available online now at Optimization Online, TRR 154 Preprint Server

• November 8, 2021: Our paper Presolving Linear Bilevel Optimization Problems (jointly with Thomas Kleinert, Julian Manns, and Dieter Weninger) has been accepted for publication in EURO Journal on Computational Optimization. Here are the preprints: TRR 154 Preprint Server, Optimization Online.

• November 5, 2021: Our paper Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems with Mixed Two-Point Boundary Conditions (jointly with Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) has been accepted for publication in Control and Cybernetics. The preprints can still be found here: TRR 154 Preprint Server, Optimization Online.

• November 3, 2021: Great paper news. Our paper The Cost of Not Knowing Enough: Mixed-Integer Optimization with Implicit Lipschitz Nonlinearities (jointly with Mathias Sirvent and Winnifried Wollner) has been accepted for publication today in Optimization Letters. It was a long journey with this paper … I’m happy that this is over now ;-) The preprints are still available online at Optimization Online or TRR 154 Preprint Server. Our code is publicly available at GitHub.

• October 20, 2021: Submitted for the first time already in Summer 2018, our paper Strictly and Γ-Robust Counterparts of Electricity Market Models: Perfect Competition and Nash-Cournot Equilibria (jointly with Anja Kramer and Vanessa Krebs) has today, finally, been published in Operations Research Perspectives. It’s open access, but my preprints look nicer than Elsevier’s LaTeX style ;-) so here you find the preprints: Optimization Online, TRR 154 Preprint Server.

• October 6, 2021: Today, our paper A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization (jointly with Thomas Kleinert, Martine Labbé, and Ivana Ljubic) is has been published online in the EURO Journal on Computational Optimization. It’s open access. We hope you have fun with it!

• October 1, 2021: There is a new press release by Trier University on our research on complexity issues of the European gas market organization.

• September 24, 2021: Some more paper news: Our paper A Bilevel Optimization Approach to Decide the Feasibility of Bookings in the European Gas Market (jointly with Fränk Plein, Johannes Thürauf, and Martine Labbé) is now published in Mathematical Methods of Operations Research. It’s open access!

• September 23, 2021: Finally, our paper Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents (jointly with Leonhard Frerick, Georg Müller-Fürstenberger, and Max Späth) is published in Computational Economics. It is published as open access and you can find it under the DOI 10.1007/s10614-021-10181-y.

• September 15, 2021: Great news again. Our preprint Global Optimization for the Multilevel European Gas Market System with Nonlinear Flow Models on Trees (jointly with Lars Schewe and Johannes Thürauf) has been accepted for publication in Journal of Global Optimization. The preprints are, as usual, available here: Optimization Online, TRR 154 Preprint Server.

• September 13, 2021: Our preprint Strictly and Γ-Robust Counterparts of Electricity Market Models: Perfect Competition and Nash-Cournot Equilibria (jointly with Anja Kramer and Vanessa Krebs) has been accepted for publication in Operations Research Perspectives. The preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• September 13, 2021: Our paper A Robust Approach for Modeling Limited Observability in Bilevel Optimization (jointly with Yasmine Beck) is now published in Operations Research Letters. (DOI: 10.1016/j.orl.2021.07.010). The preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• September 13, 2021: Perfect just-back-from-vacation news: Our paper A Tractable Multi-Leader Multi-Follower Peak-Load-Pricing Model with Strategic Interaction (jointly with Veronika Grimm, Daniel Nowak, Lars Schewe, Alexandra Schwartz, and Gregor Zöttl) has been accepted for publication in Mathematical Programming. The preprints can be found here: Optimization Online, SSRN, TRR 154 Preprint Server.

• August 17, 2021: Yet another time-domain decomposition preprint: Time-Domain Decomposition for Mixed-Integer Optimal Control Problems (Jointly with Falk M. Hante and Richard Krug). This time we also tackle integrality constraints - but “only” consider ODEs. The preprints can be found here: TRR 154 Preprint Server, Optimization Online.

• August 9, 2021: Corona hat auch einige Neuerungen in meiner Lehre mit sich gebracht. Hier findet ihr einen kleinen Bericht, über das was ich probiert habe und was (nicht) geklappt hat: Mathematik-Vorlesungen neu denken: Vom didaktischen Design zu Design-Based Research (mit Frank Vohle; in Impact Free, 39, August 2021)

• August 2, 2021: The reviewers in our community seems to focus on the reviewing-to-do-list right now. Our paper A Bilevel Optimization Approach to Decide the Feasibility of Bookings in the European Gas Market (jointly Fränk Plein, Johannes Thürauf, and Martine Labbé) has been accepted for publication in Mathematical Methods of Operations Research today! The preprints can be found here: Optimization Online, TRR 154 Preprint Server.

• July 29, 2021: Three papers accepted in one week. Our preprint A Robust Approach for Modeling Limited Observability in Bilevel Optimization (jointly with Yasmine Beck) will be published in Operations Research Letters. The preprints are, as usual, still online: Optimization Online, TRR 154 Preprint Server.

• July 27, 2021: I’m happy to announce that our paper A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization (jointly with Thomas Kleinert, Martine Labbé, and Ivana Ljubic) has been accepted for publication in EURO Journal on Computational Optimization. The preprints are still freely available online here: Optimization Online, TRR 154 Preprint Server

• July 23, 2021: Yay! Our paper Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems (jointly with Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) has been accepted for publication in SIAM Journal on Control and Optimization. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server.

• July 13, 2021: Our new preprint Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems with Mixed Two-Point Boundary Conditions (jointly with Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) is now online at Optimization Online.

• July 13, 2021: Today I’m giving a talk on Outer Approximation for Global Optimization of Mixed- Integer Quadratic Bilevel Problems in the session Mixed-Integer Bilevel Optimization at the EURO 2021 conference “in” Athens. You can find the corresponding Mathematical Programming paper here.

• July 2, 2021: A new preprint is online: A Penalty Branch-and-Bound Method for Mixed-Binary Linear Complementarity Problems (jointly with Marianna de Santis, Sven de Vries, and Lukas Winkel). You can find the preprint here: TRR 154 Preprint Server.

• June 22 & 23, 2021: Jointly with Yasmine Beck, I’m teaching the courses on Mixed-Integer Nonlinear Optimization and on Bilevel Optimization at the JPOC Spring School on "MINLPs and Bilevel Problems".

• June 16, 2021: My lecture notes A Gentle and Incomplete Introduction to Bilevel Optimization (jointly with Yasmine Beck) are now freely available online at Optimization Online or at the TRR 154 Preprint Server. This should be a “living document”. If you find any mistakes or something that is not clear (enough), please let me know and it will be corrected and improved as soon as possible.

• June 15, 2021: Our paper The Cost of Decoupling Trade and Transport in the European Entry-Exit Gas Market with Linear Physics Modeling (jointly with Tom Böttger, Veronika Grimm, and Thomas Kleinert) has been accepted for publication in European Journal of Operational Research. The preprints are still available. You can find them here: Optimization Online, TRR 154 Preprint Server.

• June 4, 2021: Martine Labbé, Fränk Plein, and myself have been awarded the Howard Rosenbrock Price 2020 for the best paper published in the journal “Optimization and Engineering” in the year 2020.

• May 31, 2021: Our new preprint Existence of Energy Market Equilibria with Convex and Nonconvex Players (jointly with Julia Grübel, Olivier Huber, Lukas Hümbs, Max Klimm, and Alexandra Schwartz) is online: TRR 154 Preprint Server, Optimization Online.

• May 11, 2021: Our paper Γ-Robust Linear Complementarity Problems with Ellipsoidal Uncertainty Sets (jointly with Vanessa Krebs and Michael Müller) has now been published in International Transactions in Operational Research. It’s open access (DOI: 10.1111/itor.12988) but you can still find the preprints here as well: Optimization Online, TRR Preprint Server.

• April 20, 2021: This was fast! Our paper Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents (jointly with Leonhard Frerick, Georg Müller-Fürstenberger, and Max Späth) has been accepted for publication in Computational Economics. The preprints are still online: Optimization Online, SSRN.

• April 16, 2021: Great just-before-weekend news: Our paper Optimal Design of Retailer-Prosumer Electricity Tariffs Using Bilevel Optimization (jointly with Veronika Grimm, Galina Orlinskaya, Lars Schewe, and Gregor Zöttl) has now been published in Omega. The paper is freely accessible for some days. The preprints are still available as well: Optimization Online, TRR Preprint Server.

• April 14, 2021: Today, I gave a talk on Decomposition Methods for Robustified k-Means Clustering Problems (via Zoom) at ECMI 2021 conference, which is “virtually hosted” by the Bergische Universität Wuppertal. The slides are available on request. Just let me know if you’re interested.

• April 6, 2021: Our paper Γ-Robust Linear Complementarity Problems with Ellipsoidal Uncertainty Sets (jointly with Vanessa Krebs and Michael Müller) has been accepted for publication in International Transactions in Operational Research. The up-to-date preprints can be found here: Optimization Online, TRR Preprint Server.

• March 30, 2021: Finally, our paper Solving Binary-Constrained Mixed Complementarity Problems Using Continuous Reformulations (jointly with Steven A. Gabriel and Marina Leal) is published in Computers & Operations Research. DOI: 10.1016/j.cor.2020.105208. Here, you can still find the up-to-date preprints: Optimization Online, TRR 154 Preprint Server.

• March 29, 2021: The book Mathematical Optimization for Efficient and Robust Energy Networks (edited by Natalia Selini Hadjidimitriou, Antonio Frangioni, Thorsten Koch, and Andrea Lodi) is published - including two chapters that I co-authored (Finance, Regulations, Politics and Market Design as well as Finance and Regulations).

• March 26, 2021: After all the troubles during the proof-reading and editing phase, I’m really happy today that our paper Γ-Robust Electricity Market Equilibrium Models with Transmission and Generation Investments (jointly with Emre Çelebi and Vanessa Krebs) has now been published in Energy Systems (Online first. 2021. DOI: 10.1007/s12667-020-00411-x). It’s open access, but the preprints are still available here: Optimization Online, TRR 154 Preprint Server.

• March 5, 2021: The bilevel paper flow goes on: Presolving Linear Bilevel Optimization Problems (jointly with Thomas Kleinert, Julian Manns, and Dieter Weninger) is now online at: TRR 154 Preprint Server, Optimization Online

• February 26, 2021: Here’s our first shot towards tackling black-box constraints in lower levels of bilevel problems: On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints (jointly with Holger Heitsch, René Henrion, and Thomas Kleinert)

• February 18, 2021: Now, it is published (open access): Extensions of the SEIR Model for the Analysis of Tailored Social Distancing and Tracing Approaches to Cope with COVID-19 (jointly with Veronika Grimm and Friederike Mengel) in Nature Scientific Reports (DOI: 10.1038/s41598-021-83540-2).

• February 1, 2021: Finally, our Covid-19 paper Extensions of the SEIR Model for the Analysis of Tailored Social Distancing and Tracing Approaches to Cope with COVID-19 (jointly with Veronika Grimm and Friederike Mengel) has been accepted for publication in Nature Scientific Reports. The preprints can still be found here: medRxiv.

• January 28, 2021: One last bilevel paper in this Bilevel-Januar: Bilevel Optimization Approaches to Decide the Feasibility of Bookings in the European Gas Market (jointly with Fränk Plein, Johannes Thürauf, and Martine Labbé). You can find the preprints here: Optimization Online, TRR 154 Preprint Server.

• January 7, 2021: Yet another bilevel preprint … A Robust Approach for Modeling Limited Observability in Bilevel Optimization (jointly with my new PhD student Yasmine Beck) is now available online.

• January 5, 2021: Our paper Deciding Feasibility of a Booking in the European Gas Market on a Cycle is in P (jointly with Martine Labbé, Fränk Plein, and Johannes Thürauf) is now published online in Networks (DOI: 10.1002/net.22003). The paper is open access so you can access it on the official website of the journal.

• January 1, 2021: Happy new year. Let’s start it with a new paper ;-) A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization (jointly with Thomas Kleinert, Martine Labbé, and Ivana Ljubic) is now online available at Optimization Online or at the TRR 154 Preprint Server.

• December 29, 2020: Great end-of-the-year news: Our paper Solving Binary-Constrained Mixed Complementarity Problems Using Continuous Reformulations (jointly with Steven A. Gabriel and Marina Leal) has been accepted for publication in Computers & Operations Research. Here, you can still find the preprints: Optimization Online, TRR 154 Preprint Server

• December 15, 2020: Today, I gave the talk (Mixed-Integer) Nonlinear Optimization for District Heating Networks (via BigBlueButton) at the Oberseminar “Numerical Optimization” at the Universität Konstanz.

• November 29, 2020: The new preprint Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems from the TRR 154 A05 group (Richard Krug, Günter Leugering, Alexander Martin, and Dieter Weninger) is online. The preprints can be found here: Optimization Online, TRR 154 Preprint Server.

• November 20, 2020: Our new paper An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problem (jointly with Carina Moreira Costa and Dennis Kreber) is now available online here.

• November 19, 2020: Fantastic paper news. The paper Outer Approximation for Global Optimization of Mixed-Integer Quadratic Bilevel Problems
  (jointly with Thomas Kleinert and Veronika Grimm) has been accepted for publication in Mathematical Programming (Series B). The preprints can still be found here: TRR 154 Preprint Server, Optimization Online.

• November 14, 2020: I just put the first version on my slides on (My personal opinions on) how to give a talk online. This is really meant as a living document: If you have any feedback, please let me know!

• November 12, 2020: Our paper Closing the Gap in Linear Bilevel Optimization: A New Valid Primal-Dual Inequality (jointly with Thomas Kleinert, Martine Labbé, and Fränk Plein) is now published online in Optimization Letters (open access).

• November 2, 2020: Our paper The Impact of Neighboring Markets on Renewable Locations, Transmission Expansion, and Generation Investment (jointly with Jonas Egerer, Veronika Grimm, Thomas Kleinert, and Gregor Zöttl) has been accepted for publication in European Journal of Operational Research. The preprints can still be found here: Optimization Online, TRR 154 Preprint Server, SSRN.

• October 30, 2020: Our paper 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) is now published in Energy Economics. The preprints are still available here: Optimization Online, TRR Preprint Server, SSRN.

• October 28, 2020: Our paper Closing the Gap in Linear Bilevel Optimization: A New Valid Primal-Dual Inequality (jointly with Thomas Kleinert, Martine Labbé, and Fränk Plein) has been accepted for publication in Optimization Letters. The preprints are still available here: Optimization Online, TRR 154 Preprint Server, Preprint Server ULB, Inria Preprint Server.

• October 26, 2020: Today, I was invited by Steven A. Gabriel to give the talk Robust Linear Complementarity Problems (via Zoom) in his weekly seminar on “Optimization and equilibrium problems: models, applications, algorithms” at the University of Maryland, Baltmore, USA. Here, you’ll find the slides.

• October 21, 2020: That’s a great week in terms of papers: The article On Linear Bilevel Optimization Problems with Complementarity-Constrained Lower Levels (jointly with Steven A. Gabriel and Marina Leal) is available online now. Here you’ll find the preprints: Optimization Online, TRR 154 Preprint Server.

• October 20, 2020: Good news again … Our paper Γ-Robust Electricity Market Equilibrium Models with Transmission and Generation Investments (jointly with Emre Çelebi and Vanessa Krebs) is accepted for publication in Energy Systems. The preprints are still online: Optimization Online, TRR 154 Preprint Server.

• October 19, 2020: The note Why there is no need to use a big-M in linear bilevel optimization: A computational study of two ready-to-use approaches (jointly with Thomas Kleinert from the FAU Erlangen-Nürnberg and the EnCN) is now online. Here are the preprints: Optimization Online, TRR 154 Preprint Server.

• October 14, 2020: Our paper Γ-Robust Linear Complementarity Problems (jointly with Vanessa Krebs from the FAU Erlangen-Nürnberg) is now published online in Optimization Methods and Software (DOI: 10.1080/10556788.2020.1825708). The preprints can still be found here at Optimization Online and at the TRR 154 Preprint Server.

• October 12, 2020: I’m getting excited. The ALOP autumn school on bilevel optimization starts today with more than 430 registered participants! I hope it will be a great event.

• September 17, 2020: Our paper Portfolio Optimization with Irreversible 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) is now online (at European Journal of Operational Research) in its pre-proof version.

• September 13, 2020: The perfect news for when you check your mails after coming back from your holidays. Our paper Γ-Robust Linear Complementarity Problems (jointly with Vanessa Krebs, FAU Erlangen-Nürnberg) has been accepted for publication in Optimization Methods and Software. The latest preprint versions can be found here: Optimization Online, TRR Preprint Server.

• September 11, 2020: Within-vacation-accept: Our paper Mixed-Integer Nonlinear Optimization for District Heating Network Expansion (jointly with Marius Roland) is accepted for publication in at - Automatisierungstechnik. As usual, the latest preprint stays online: Optimization Online, TRR 154 Preprint Server

• August 21, 2020: The final announcement before my vacation … Our new paper Global Optimization for the Multilevel European Gas Market System with Nonlinear Flow Models on Trees (jointly with Lars Schewe, University of Edinburgh and Johannes Thürauf, FAU Erlangen-Nürnberg) is submitted and available online: Optimization Online, TRR 154 Preprint Server.

• August 19, 2020: The paper Portfolio Optimization with Irreversible 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) has been accepted for publication in European Journal of Operational Research. You can still find the preprints (last update 8/2020) here: Optimization Online, TRR Preprint Server.

• August 17, 2020: Finally! Our paper Optimal Design of Retailer-Prosumer Electricity Tariffs Using Bilevel Optimization (jointly with Veronika Grimm, Galina Orlinskaya, Lars Schewe, and Gregor Zöttl) has been accepted for publication in Omega. This ends a 5-year-paper-project. The preprints are still available: Optimization Online, TRR Preprint Server.

• August 13, 2020: Some robust LCP news: Our paper Affinely Adjustable Robust Linear Complementarity Problems (with Christian Biefel, Frauke Liers, and Jan Rolfes) is online. We study characterization, existence, and uniqueness of robust LCP solutions and state a MIP formulation for computing affinity adjustable robust LCP solutions. This is, to the best of our knowledge, the first time that solutions of robust LCPs instead of robust solutions of the LCP's gap formulation can be considered and characterized. For uncertain LCP vector q, we have a characterization, an existence result (the first one for robust LCPs, I guess), and a MIP formulation. For PSD matrix M, we also obtain tractability and a uniqueness result. For uncertain LCP matrix M, we have a characterization of robust LCP solutions and uniqueness for positive definite matrix nominal M.

• August 11, 2020: The pre-proof version of our paper 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) is now available on the Energy Economics website. If you have no access, here still are the preprints: Optimization Online, TRR Preprint Server, SSRN.

• July 31, 2020: Perfect Friday-morning-news. Our paper Nonlinear Optimization of District Heating Networks (jointly with Richard Krug and Volker Mehrmann)
  has been accepted for publication in Optimization and Engineering. Preprints are still available online: Optimization Online, TRR Preprint Server, arXiv.

• July 21, 2020: If “ordinary” bilevel optimization is not enough, “simply” go for multi-leader multi-follower games. Here are some new results on A Tractable Multi-Leader Multi-Follower Peak-Load-Pricing Model with Strategic Interaction (jointly with Veronika Grimm, Daniel Nowak, Lars Schewe, Alexandra Schwartz, and Gregor Zöttl): Optimization Online, SSRN, TRR 154 Preprint Server.

• July 17, 2020: My first interdisciplinary paper at the interface of mathematical optimization and economics at Trier University is online now: Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents (jointly with Leonhard Frerick, Georg Müller-Fürstenberger, and our ALOP PhD student Max Späth). Interested? Here’s the preprint: Optimization Online.

• July 16, 2020: Our paper 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) has been accepted for publication in Energy Economics. The preprints are still available at Optimization Online, TRR Preprint Server, and SSRN.

• July 10, 2020: Our paper Computing Technical Capacities in the European Entry-Exit Gas Market is NP-Hard (jointly with Lars Schewe and Johannes Thürauf) is accepted for publication in Annals of Operations Research. The preprints are, of course, still online: TRR 154 Preprint Server, Optimization Online.

• July 7, 2020: Yippee! Our research training group “Algorithmic Optimization” (ALOP) at Trier University is extended by the DFG and can go into its second phase starting from October 2020 on. Thanks to the entire team, the PIs, the secretaries, and - most importantly - the PhD student of the current cohort and the one before! This is a huge success!

• July 1, 2020: Our note There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization (jointly with Thomas Kleinert, Martine Labbé, and Fränk Plein) is now published online in Operations Research (DOI: 10.1287/opre.2019.1944). The preprints can still be found here: Optimization Online, TRR Preprint Server, ULB Preprint Server, HAL-INRIA Preprint Server.

• June 26, 2020: I gave the talk Robust Linear Complementarity Problems today at the seminar of the Institute of Mathematical Optimization at the TU Braunschweig

• June 23, 2020: The paper Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method (jointly with Thomas Kleinert) is now published online in INFORMS Journal on Computing (DOI: 10.1287/ijoc.2019.0945). The preprints are still accessible at Optimization Online and at the TRR 154 Preprint Server. Moreover, the data supplement for this paper can still be found on GitHub.

• June 20, 2020: Another preprint is online: The Cost of Decoupling Trade and Transport in the European Entry-Exit Gas Market (jointly with Tom Böttger, Veronika Grimm, and Thomas Kleinert - all from FAU Erlangen-Nürnberg). We think that this is the first quantitative multilevel-based evaluation of the European Entry-Exit gas market design. Interested? Here are the details: Optimization Online, TRR 154 Preprint Server.

• The preprint Decomposition Methods for Robustified k-Means Clustering Problems: If Less Conservative Does Not Mean Less Bad (jointly with my ALOP colleagues Jan Pablo Burgard and Carina Moreira Costa from Trier University) is online: Optimization Online.

• May 1, 2020: It's online: Mixed-Integer Programming Techniques for the Connected Max-k-Cut Problem (jointly with Christopher Hojny, Imke Joormann, and Hendrik Lüthen) is published (open access) in Mathematical Programming Computation (DOI: 10.1007/s12532-020-00186-3) … 58 pages of computational MIP techniques for solving a heavily used model in OR.

• April 24, 2020: Our paper Extensions of the SEIR Model for the Analysis of Tailored Social Distancing and Tracing Approaches to Cope with COVID-19
  (jointly with Veronika Grimm and Friederike Mengel) is online! This was a lot of work - but it was also my “fastest” paper up to now. I very much like the study and I really think that it might be useful in the current situation! Every feedback is more then welcome.

• April 16, 2020: The first paper with my PhD student Marius Roland is finalized and available online: Mixed-Integer Nonlinear Optimization for District Heating Network Expansion. So, if you want to read something new during your home office days right now, just go ahead ;-) And let us know whenever you have any feedback!

• April 6, 2020: Some good news in hard times: Our paper Port-Hamiltonian modeling of district heating networks (jointly with Sarah-Alexa Hauschild, Nicole Marheineke, Volker Mehrmann, Jan Mohring, Arbi Moses Badlyan, and Markus Rein) is accepted for publication in the book “Progress in Differential Algebraic Equations II” as part of the Springer series “Differential-Algebraic Equations Forum”. Here, you’ll find the preprints: arXiv, TRR Preprint Server.

• March 22, 2020: … and now - it’s online. Whatever this may help for - in the situation we are in right now … A decomposition heuristic for mixed-integer supply chain problems. My dear friends, co-authors, colleagues, friends, scientists, … people around the world! Stay at home! Stay healthy!

• March 8, 2020: Today, our paper Mixed-Integer Programming Techniques for the Connected Max-k-Cut Problem (jointly with Christopher Hojny, Imke Joormann, and Hendrik Lüthen) has been accepted for publication in Mathematical Programming Computation. The preprints are of course still available at Optimization Online and TRR 154 Preprint Server.

• February 18, 2020: Another success of the PADM and decomposition in general: Our paper A Decomposition Heuristic for Mixed-Integer Supply Chain Problems
  (jointly with Lars Schewe and Dieter Weninger) has been accepted for publication in Operations Research Letters. Here you’ll find the preprints (last update in 2/2020): Optimization Online, TRR Preprint Server.

• February 16, 2020: Besides pushing complementarity problems forward regarding robustified uncertainties, we now also made some good progress regarding complementarity problems including integrality constraints. Here are our brand-new results: Solving Binary-Constrained Mixed Complementarity Problems Using Continuous Reformulations. This is joint work with Steven A. Gabriel from University of Maryland in Baltimore and Marina Leal from the research training group “Algorithmic Optimization” at Trier University. Preprints are available at Optimization Online and at the TRR 154 preprint server.

• February 6, 2020: After a long "journey", finally, our paper Optimization techniques for tree-structured nonlinear problems (jointly with Marc Steinbach and Jens Hübner) is published in Computational Management Science. Here's the free version.

• January 27, 2020: Here’s the new preprint Γ-Robust Electricity Market Equilibrium Models with Transmission and Generation Investments (jointly with Emre Çelebi and Vanessa Krebs): Optimization Online, TRR 154 Preprint Server

• January 21, 2020: When politicians think up NP-hard problems … see the new preprint Computing Technical Capacities in the European Entry-Exit Gas Market is NP-Hard (jointly with Lars Schewe and Johannes Thürauf).

• January 3, 2020: It feels like a publishing marathon (or iron man) but now it’s done! We started to work on this topic when I was still a PhD student in Hannover. Now the paper Optimization Techniques for Tree-Structured Nonlinear Problems (jointly with Jens Hübner and Marc C. Steinbach) is accepted for publication in Computational Management Science. Wow. It really feels like a long time ago we that we’ve implemented this parallel and distributed interior-point solver for nonlinear problems. If you’re interested, here’s the last preprint version at Optimization Online.

• December 23, 2019: Here comes the Christmas preprint: Outer Approximation for Global Optimization of Mixed-Integer Quadratic Bilevel Problems (jointly with Thomas Kleinert and Veronika Grimm; both from FAU and the EnCN). You can download the preprint at the TRR 154 Preprint Server or at Optimization Online.

• December 3, 2019: Good things take time! Here’s the new preprint The Impact of Neighboring Markets on Renewable Locations, Transmission Expansion, and Generation Investment (jointly with Jonas Egerer, Veronika Grimm, Thomas Kleinert, and Gregor Zöttl from the FAU and the EnCN) - available at Optimization Online and TRR 154 Preprint Server.

• November 13, 2019: The new preprint Deciding Feasibility of a Booking in the European Gas Market on a Cycle is in P (jointly with Martine Labbé, Fränk Plein, and Johannes Thürauf) is now available online at Optimization Online or at the TRR Preprint Server.

• November 11, 2019: The paper Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method (jointly with Thomas Kleinert from FAU Erlangen-Nürnberg) has been accepted for publication in INFORMS Journal on Computing. The latest preprints can be found at Optimization Online or at the TRR Preprint Server. The data supplement for this paper can be found at GitHub.

• October 18, 2019: And finally, it’s published (what an editing stage process …): On Electricity Market Equilibria with Storages: Modeling, Uniqueness, and a Distributed ADMM (jointly with Julia Grübel, Thomas Kleinert, Vanessa Krebs, Galina Orlinskaya, Lars Schewe, and Johannes Thürauf) in Computers & Operations Research. Vol. 114. 2020. DOI: 10.1016/j.cor.2019.104783. ISSN: 0305-0548. The preprints still can be downloaded here: Optimization Online, TRR Preprint Server.

• October 15/16, 2019: These days we have the Tag der Mathematik at Trier University. Among many others, there will also be my talk Mathematik - Wozu? Über Graphentheorie und Google.

• October 14, 2019: The math-engineering collaboration paper Modeling Hydrogen Networks for Future Energy Systems: A Comparison of Linear and Nonlinear Approaches (jointly with Markus Reuß, Lara Welder, Johannes Thürauf, Jochen Linßen, Thomas Grube, Lars Schewe, Detlef Stolten, and Martin Robinius) has been accepted for publication in the International Journal of Hydrogen Energy. Here, you can find the preprint: engrXiv: 10.31224/osf.io/hsjme.

• October 4, 2019: After two weeks of Science-Traveling it’s time for a new preprint: Nonlinear Optimization of District Heating Networks. Jointly with Richard Krug (FAU Erlangen-Nürnberg) and Volker Mehrmann (from TU Berlin). Here you can find the preprint: Optimization Online, TRR Preprint Server.

• October 2, 2019: Today, I gave an invited talk on Mixed-Integer Optimization: State of the Art and Applications at NEC Laboratories Europe GmbH in Heidelberg, Germany.

• September 9, 2019: The preprint Port-Hamiltonian modeling of district heating networks (jointly with Sarah-Alexa Hauschild, Nicole Marheineke, Volker Mehrmann, Jan Mohring, Arbi Moses Badlyan, and Markus Rein) is now available online at arXiv and at the TRR 154 Preprint Server.

• September 9, 2019: The paper On Electricity Market Equilibria with Storages: Modeling, Uniqueness, and a Distributed ADMM (jointly with Julia Grübel, Thomas Kleinert, Vanessa Krebs, Galina Orlinskaya, Lars Schewe, and Johannes Thürauf) has been accepted for publication in Computers & Operations Research. The latest preprint versions of the paper can be found here: Optimization Online, TRR Preprint Server.

• September 9, 2019: The paper There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization (jointly with Thomas Kleinert, Martine Labbé, and Fränk Plein) has been accepted for publication in Operations Research. You can access the latest preprint versions of the paper at Optimization Online, TRR Preprint Server, ULB Preprint Server, and HAL-INRIA Preprint Server.

• September 9, 2019: The paper Convergence of Finite-Dimensional Approximations for Mixed-Integer Optimization with Differential Equations (jointly with Falk M. Hante) has been accepted for publication in Control and Cybernetics. Here, you’ll find the preprint versions: Optimization Online, TRR Preprint Server.

• August 6, 2019: Most probably my most applied paper Modeling Hydrogen Networks for Future Energy Systems: A Comparison of Linear and Nonlinear Approaches (jointly with Markus Reuß, Lara Welder, Johannes Thürauf, Jochen Linßen, Thomas Grube, Lars Schewe, Detlef Stolten, and Martin Robinius) is available online as a preprint at engrXiv (DOI: 10.31224/osf.io/hsjme).

• August 1, 2019: I give a talk today at the ICSP 2019 at NTNU Trondheim on (Γ-)Robustified Market Equilibrium Models & (Γ-)Robust LCPs. So come to the session on “One and two level equilibria” at 10:30 in room R8.

• July 24, 2019: Discrete Optimization published today the paper Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning by Thomas Kleinert and myself. (Preprints: Optimization Online, TRR 154 Preprint Server). I very much like the days that start with such e-mails :-)

• July 18, 2019: Today is paper day ;-) There’s a new preprint on Optimal Design of Retailer-Prosumer Electricity Tariffs Using Bilevel Optimization (Jointly with Veronika Grimm, Galina Orlinskaya, Lars Schewe, and Gregor Zöttl): Optimization Online, TRR Preprint Server.

• July 18, 2019: The paper Bookings in the European Gas Market: Characterisation of Feasibility and Computational Complexity Results (jointly with Martine Labbé and Fränk Plein; both from ULB) is published online in Optimization and Engineering (DOI: 10.1007/s11081-019-09447-0). Here are the preprints: Optimization Online, TRR Preprint Server, ULB Preprint Server.

• July 12,2019: The paper Structural Properties of Feasible Bookings in the European Entry-Exit Gas Market System (jointly with Lars Schewe and Johannes Thürauf) has now been published in 4OR (DOI: 10.1007/s10288-019-00411-3). You’ll find the last preprint versions here: Optimization Online, TRR 154 Preprint Server.

• June 26, 2019: I gave a talk on A Global Outer Approximation Algorithm for Mixed-Integer Quadratic Bilevel Problems (joint work with Thomas Kleinert from FAU Erlangen-Nürnberg) at the 30th European Conference on Operational Research in Dublin (Ireland)

• June 24, 2019: June is the gas-market booking month ;-) The paper Structural Properties of Feasible Bookings in the European Entry-Exit Gas Market System (jointly with Lars Schewe and Johannes Thürauf) has been accepted for publication in 4OR. Here you’ll find the latest preprint versions of the paper: Optimization Online, TRR 154 Preprint Server

• June 17, 2019: The paper Bookings in the European Gas Market: Characterisation of Feasibility and Computational Complexity Results (jointly with Martine Labbé and Fränk Plein) has been accepted for publication in Optimization and Engineering (DOI: 10.1007/s11081-019-09447-0). Here, you’ll find the latest preprint version: Optimization Online, TRR Preprint Server, ULB Preprint Server

• June 13, 2019: The preprint 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) is now online at Optimization Online.

• June, 6, 2019: The paper The Impact of Potential-Based Physics Models on Pricing in Energy Networks (jointly with Lars Schewe) is now published in Central European Journal of Operations Research (DOI: 10.1007/s10100-019-00616-1). Here, you’ll find the preprint version: SSRN, TRR 154 Preprint Server, Optimization Online and also the GAMS source code files that we used for the case study.

• May, 26, 2019: Our paper Robust Optimal Discrete Arc Sizing for Tree-Shaped Potential Networks (jointly with Martin Robinius, Lars Schewe, Detlef Stolten, Johannes Thürauf, and Lara Welder) is now published in Computational Optimization and Applications (DOI: 10.1007/s10589-019-00085-x). I’m always proud to see that interdisciplinary research (here between engineers and mathematicians) really can push forward the state-of-the-art! If you have problems to access the published article, here you’ll find the preprints: Optimization Online, TRR 154 Preprint Server.

• May 23, 2019: The paper Complementarity-Based Nonlinear Programming Techniques for Optimal Mixing in Gas Networks
  (jointly with Falk Hante from the FAU Erlangen-Nürnberg) on how to model mixing in optimization models for gas networks is now published in the EURO Journal on Computational Optimization. Here, you’ll find the preprints at Optimization Online or at the TRR 154 Preprint Server

• May, 15, 2019: I gave a talk today about Penalty alternating direction methods: Theory, practice, and their relation to feasibility pumps at the mathematical colloquium at the TU Ilmenau. Thanks to Karl Worthmann for the invitation.

• April 23, 2019: Preprint alarm ;-) There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization (jointly with Thomas Kleinert (FAU), Martine Labbé, and Fränk Plein (both ULB) is online. Preprints can be found here: Optimization Online, TRR Preprint Server, ULB Preprint Server, HAL-INRIA Preprint Server.

• April 15, 2019: Another brand new paper. Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning (jointly with Thomas Kleinert from the FAU in Erlangen-Nuremberg). It is now published in Discrete Optimization. If you do not have direct access, here are the latest preprints at Optimization Online and TRR 154 Preprint Server.

• April 10, 2019: Our manuscript Complementarity-Based Nonlinear Programming Techniques for Optimal Mixing in Gas Networks (jointly with Falk Hante from the FAU Erlangen-Nuremberg) has been accepted for publication in EURO Journal on Computational Optimization. Here you can find the preprints: Optimization Online, TRR 154 Preprint Server.

• April 1, 2019: I am proud to announce that the textbook Optimierung von Versorgungsnetzen. Mathematische Modellierung und Lösungstechniken (jointly with Lars Schewe) is published online, see here.

• March 2019: heise and the Trier Reporter is writing about our optimal price zones results for the German electricity market.

• Marc 13, 2019: What a week again :-) The third preprint in a row: A Decomposition Heuristic for Mixed-Integer Supply Chain Problems (jointly with Lars Schewe and Dieter Weninger) is online.

• March 12, 2019: A good-bye-news at the EnCN website :-) It was a very good time for me at the EnCN and I am happy to be an EnCN fellow now so that way still stay in contact.

• March 11, 2019: The preprint On Electricity Market Equilibria with Storages: Modeling, Uniqueness, and a Distributed ADMM (jointly with Julia Grübel, Thomas Kleinert, Vanessa Krebs, Galina Orlinskaya, Lars Schewe, and Johannes Thürauf) is online now.

• March 11, 2019: The new preprint Computing Stationary Points of Bilevel Problems with a Penalty Alternating Direction Method (jointly with Thomas Kleinert) is online.

• March 7, 2019: A new preprint as seen the light of day: Γ-Robust Linear Complementarity Problems (jointly with Vanessa Krebs).

• February 28, 2019: The paper Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning (jointly with Thomas Kleinert) has been accepted for publication in Discrete Optimization. Here you can find the latest preprint version: Optimization Online, TRR 154 Preprint Server.

• February 27, 2019: The paper The Impact of Potential-Based Physics Models on Pricing in Energy Networks (jointly with Lars Schewe) has been accepted for publication in the Central European Journal of Operations Research. If you are interested, here you can find the latest preprint version: SSRN, TRR 154 Preprint Server, Optimization Online.

• February 25, 2019: The paper Robust Optimal Discrete Arc Sizing for Tree-Shaped Potential Networks (jointly with with Martin Robinius, Lars Schewe, Detlef Stolten, Johannes Thürauf, and Lara Welder) has been accepted for publication in Computational Optimization and Applications. Here you can find the latest preprint version: Optimization Online, TRR 154 Preprint Server.

• February 21, 2019: The Trier University published a press release Nicht alle geplanten Stromtrassen in Deutschland sind notwendig! regarding our research results on the optimal configuration of price zones for the German electricity market. Let’s see what the “public opting” on the results look like …

• January 31, 2019: Announced on the official website - now I’m officially there. Welcome Trier University!

• OPEN POSITION: Research assistant in my “Nonlinear Optimization” group - to be filled as soon as possible. Here you can find the details.

• OPEN POSITION: I am searching for a “Studentische/wissenschaftliche Hilfskraft im Fach Mathematik, Nichtlineare Optimierung”. Here you can find the details. If you are interested, just let me know.

• December 27, 2018: The paper “Algorithmic results for potential-based flows: Easy and hard cases” written with M. Groß, M. Pfetsch, L. Schewe, and M. Skutella has been published online in Networks. Here’s the latest preprint version.

• December 4, 2018: Our paper “Nonconvex equilibrium models for gas market analysis: Failure of standard techniques and alternative modeling approaches” has now been published in EJOR. If you want to get the PDF of the published you can get it here if you’re fast enough. Otherwise, you’ll get the preprint versions here or there. Thanks to my co-authors Veronika Grimm, Julia Grübel, Lars Schewe, and Gregor Zöttl for the very nice cooperation.

• October 19, 2018: German politics are heavily discussing about building new electricity transmission lines in order to resolve the north-south bottleneck in the German transmission network. This solution is very expensive and might not lead to reasonable long-run investment incentives. In our new paper “Endogenous Price Zones and Investment Incentives in Electricity Markets: An Application of Multilevel Optimization with Graph Partitioning” Mirjam Ambrosius, Veronika Grimm, Thomas Kleinert, Frauke Liers, Gregor Zöttl an myself studied a different idea on resolving the problem: the introduction of regionally differentiated prices in the German market area. We used a graph partitioning modeling embedded into a multilevel framework and solved the very challenging problems using a tailored Benders decomposition. The result - in a nutshell - is: Do not build too many expensive lines but introduce price zones. Two properly chosen zones do the job.

• On the 10th of October I will give a talk about “A multilevel model of the European entry-exit gas market” (see this paper) at the Science Day of the 2nd Mathematics of Gas Transport Conference at the Zuse Institute in Berlin.

• September 27, 2018: My paper “Algorithmic Results for Potential-Based Flows: Easy and Hard Cases” (jointly with Martin Groß, Marc E. Pfetsch, Lars Schewe, and Martin Skutella) has been accepted in Networks.

• September 26, 2018: Lars Schewe, Johannes Thürauf and myself prepared the new preprint "Structural Properties of Feasible Bookings in the European Entry-Exit Gas Market System” in which we described mathematical properties of the set of feasible bookings in the European Entry-Exit gas market.

• June 22, 2018: Again another talk. This time about "Combining Network Design and Graph Partitioning in a Multilevel Framework for Electricity Markets" at the IWOBIP'18 - 2nd International Workshop on Bilevel Programming in Lille, France.

• May 17, 2018: I gave the talk "Price Zones and Investment Incentives in Electricity Markets: An Application of Multi-Level Optimization with Graph Partitioning" at the 13. ÖGOR-IHS Workshop & ÖGOR Arbeitskreis "Mathematische Ökonomie und Optimierung in der Energiewirtschaft" at the Institut für Höhere Studien in Vienna.

• April 29, 2018: What can you do algorithmically, when you know almost nothing about your mixed-integer nonlinear optimization model? In the new preprint "The Cost of Not Knowing Enough: Mixed-Integer Optimization with Implicit Lipschitz Nonlinearities", Winnifried Wollner, Mathias Sirvent, and I consider special cases of these problems in which we assume that the nonlinearities are Lipschitz continuous and only given implicitly - and try to give an answer! However, a lot of research needs to be done.

• April 26, 2018: The official press release for the European MINOA project is online.

• April 5, 2018: Internal Workshop "Mathematical Algorithms for Comprehensive Energy Management Systems" at Siemens in Erlangen with my talk about "Network Expansion, Price Zones, and Investment Incentives in Electricity Markets: An Application of Multi-Level Optimization to the German Electricity Market"

• March 20, 2018: Meeting and talk "Mathematische Optimierung im Energiebereich" at the sonnen GmbH in Wildpoldsried

• February 27 & 28, 2018: MINOA Kick-Off Meeting in Nuremberg

• February 22 & 23, 2018: Bavarian Berlin Energy Research (BB2) Workshop at the DIW in Berlin

• February 7, 2018: After considering multilevel electricity market models with network design and with graph partitioning for price zoning separately, we now combined both models and developed a problem-tailored Benders decomposition approach for solving the multilevel MINLPs. Here's the preprint Global Optimization of Multilevel Electricity Market Models Including Network Design and Graph Partitioning (jointly with Thomas Kleinert) at Optimization Online.

• February 1, 2018: The preprint Robust Optimal Discrete Arc Sizing for Tree-Shaped Potential Networks (jointly with Martin Robinius, Detlef Stolten, and Lara Welder from the IEK-3 in Jülich as well Lars Schewe and Johannes Thürauf from the EDOM chair at the FAU) is online at Optimization Online.

• January 2018: Start of the BMBF-funded project "Energieeffizienz durch intelligente Fernwärmenetze (EiFer)" with the University of Trier, TU Berlin, the Fraunhofer-Institut für Techno- und Wirtschaftsmathematik (ITWM), and my sub-project "Adaptive Verfahren zur Optimierung gekoppelter pH-Systeme". I'm still looking for a PhD candidate!