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