Stefan's page

Stefan Vigerske

Dipl. Math. Dipl. Inf.

Humboldt-Universität zu Berlin
Mathematisch-Naturwissenschaftliche Fakultät II
Department of Mathematics
Research Group of Prof. Dr. W. Römisch

Office	Room 2.4.19, Rudower Chaussee 25, 12489 Berlin-Adlershof
Mail	Humboldt-University, Department of Mathematics, 10099 Berlin, Germany
E-Mail	firstname at math.hu-berlin.de
Phone	+49 - (0)30 - 2093 5448
Support	Matheon
CV	here

Ongoing projects:

Matheon B20: Optimization of Gas Transport

SCIP: Extending a Constraint Integer Programming Framework for MINLPs
COIN-OR/GAMSlinks: interfaces between GAMS and COIN-OR solvers
COIN-OR/BuildTools: build system for COIN-OR
COIN-OR/TestTools: nightly builds, tests, and binary distribution of COIN-OR projects

Previous projects:

2008-2009: Matheon B19: Nonconvex Mixed-Integer Nonlinear Programming

2005-2008: Dezentrale regenerative Energieversorgung: Innovative Modellierung und Optimierung

2005-2007: Simulation based stochastic Optimisation Methods for Risk Management in Liberalized Energy Markets

2001-2004: Optimization of a Complex Energy Conversion Plant

COIN-OR/LaGO: a MINLP solver

Some links:

some benchmarks
coin-or.org: Common Infrastructure for Operations Research
stoprog.org: Stochastic Programming Community Home Page
meine Vorlesungsmitschriften (in german)

Kuchen: die Freitag Nachmittag Kuchenrunde

PhD Thesis:

Decomposition of Multistage Stochastic Programs and a Constraint Integer Programming Approach to Mixed-Integer Nonlinear Programming
Humboldt-University Berlin, 2012, submitted

Publications:

Mixed Integer Nonlinear Programming:

T. Berthold, S. Heinz, M.E. Pfetsch, S.V.
Large Neighborhood Search beyond MIP
in Proceedings of MIC 2011 (L.D. Gaspero, A. Schaerf, T. Stützle eds.), 51-60, 2011
M.R. Bussieck, S.V.
MINLP Solver Software
in Wiley Encyclopedia of Operations Research and Management Science (J.J. Cochran, L.A. Cox, Jr., P. Keskinocak, J.P. Kharoufeh, J.C. Smith, eds.), 2010
T. Berthold, A. Gleixner, S. Heinz, S.V.
On the computational impact of MIQCP solver components
presented at Hybrid Methods for Nonlinear Combinatorial Problems, a CPAIOR 2010 workshop (April 2010)
W. Neun, T. Sturm, S.V.
Supporting Global Numerical Optimization of Rational Functions by Generic Symbolic Convexity Tests
in Proceedings of CASC 2010 (V.P. Gerdt, W. Koepf, E.W. Mayr, E.H. Vorozhtsov eds.), LNCS 6244, 2010, 205-219
A. Bley, A.M. Gleixner, T. Koch, S.V.
Comparing MIQCP solvers to a specialised algorithm for mine production scheduling
in Modeling, Simulation and Optimization of Complex Processes (H.G. Bock, X.P. Hoang, R. Rannacher, J.P. Schlöder, eds.), 25-39, 2012
T. Berthold, S. Heinz, S.V.
Extending a CIP framework to solve MIQCPs
in Mixed-integer nonlinear optimization: Algorithmic advances and applications (S. Leyffer, J. Linderoth eds.), IMA volumes in Mathematics and its Applications, volume 154, 427-444, 2012
M. Jüdes, G. Tsatsaronis, S.V.
Optimization of the Design and Partial-Load Operation of Power Plants using Mixed-Integer Nonlinear Programming
in Optimization in the Energy Industry (J. Kallrath, P. Pardalos, S. Rebennack, M. Scheidt eds.), chapter 9, 193-220, 2009
M. Jüdes, G. Tsatsaronis, S.V.
Entwurfsoptimierung von Energieumwandlungsanlagen mit mehreren Betriebspunkten
Optimierung in der Energiewirtschaft, VDI-Berichte 2018, 199-210, 2007
T. Ahadi-Oskui, S.V., I. Nowak, G. Tsatsaronis
Optimizing the design of complex energy conversion systems by Branch and Cut
Computers & Chemical Engineering 34:8, 1226-1236, 2010
I. Nowak, S.V.
LaGO - a (heuristic) Branch and Cut algorithm for nonconvex MINLPs
Central European Journal of Operations Research 16:2, 127-138, 2008
I. Nowak, H. Alperin, S.V.
LaGO - An object oriented library for solving MINLPs
in Global Optimization and Constraint Satisfaction (C. Bliek, C. Jermann, A. Neumaier eds.), 32-42, 2003

Stochastic Programming:

W. Römisch, S.V.
Recent progress in two-stage mixed-integer stochastic programming with applications in power production planning
in Handbook of Power Systems I (S. Rebennack, P.M. Pardalos, M.V.F. Pereira, N.A. Iliadis eds.), 177-208, 2010
A. Epe, C. Küchler, W. Römisch, S.V., H.-J. Wagner, C. Weber, O. Woll
Ökonomische Bewertung von elektrischen Energiespeichern - Ausbau und Betrieb im Kontext wachsender Windenergieerzeugung
in Innovative Modellierung und Optimierung von Energiesystemen (R. Schultz, H.-J. Wagner Hg. eds.), LIT Verlag, 135-152, 2009
C. Küchler, S.V.
Ein Dekompositionsverfahren für stochastische Optimierungsprobleme mit rekombinierenden Szenariobäumen
in Innovative Modellierung und Optimierung von Energiesystemen (R. Schultz, H.-J. Wagner Hg. eds.), LIT Verlag, 201-226, 2009
C. Küchler, S.V.
Numerical Evaluation of Approximation Methods in Stochastic Programming
Optimization 59:3, 401-415, 2010
A. Epe, C. Küchler, W. Römisch, S.V., H.-J. Wagner, C. Weber, O. Woll
Stochastische Optimierung mit rekombinierenden Szenariobäumen - Analyse dezentraler Energieversorgung mit Windenergie und Speichern
Optimierung in der Energiewirtschaft, VDI-Berichte 2018, 3-13, 2007
A. Epe, C. Küchler, W. Römisch, S.V., H.-J. Wagner, C. Weber, O. Woll
Optimization of Dispersed Energy Supply - Stochastic Programming with Recombining Scenario Trees
in Optimization in the Energy Industry (J. Kallrath, P. Pardalos, S. Rebennack, M. Scheidt eds.), chapter 15, 347-364, 2009
C. Küchler, S.V.
Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees
Stochastic Programming E-Print Series 9, May 2007
W. Römisch, S.V.
Quantitative stability of fully random mixed-integer two-stage stochastic programs
Optimization Letters 2:3, 377-388, 2008
S.V., I. Nowak
Adaptive discretization of convex multistage stochastic programs
Mathematical Methods of Operations Research 65:2, 361-383, 2007
Adaptive discretization of stochastic programs (in deutsch)
Diploma thesis, Humboldt-University Berlin, 2005

Enumerative Combinatorics:

M. Bodirsky, E. Fusy, M. Kang, S.V.
Boltzmann Samplers, Pólya Theory, and Cycle Pointing
SIAM Journal on Computing 40:3, 721-769, 2011
preprint available at arXiv here
M. Bodirsky, E. Fusy, M. Kang, S.V.
Enumeration and Asymptotic Properties of Unlabeled Outerplanar Graphs
Electronic Journal of Combinatorics 14:1, #R66, 2007
An earlier but longer version is available at arXiv here.
Asymptotic Enumeration of Unlabelled Outerplanar Graphs
Diploma thesis, Humboldt-University Berlin, 2005
Random Outerplanar Graphs
Studienarbeit, Humboldt-University Berlin, 2005

Selected talks:

LP/MIP based techniques for solving MINLPs
(December 2010)
Numerical Evaluation of Approximation Methods in Stochastic Programming
12th International Conference on Stochastic Programming (August 2010), Halifax, Canada
Extending a CIP framework for solving mixed-integer nonlinear programs
International Symposium on Mathematical Programming (August 2009), Chicago
Extending SCIP for solving mixed-integer nonlinear programs
Spring Workshop on Computational Issues in Mixed Integer Nonlinear Programming (March 2009), Bordeaux
Solving nonconvex MINLP by quadratic approximation
IMA Hot Topics Workshop: Mixed-Integer Nonlinear Optimization (November 2008), Minneapolis
Decomposition Algorithms for Stochastic Mixed-Integer Linear Programs (Literature Overview)
Forschungsseminar (Februar 2008), Humboldt-Universität zu Berlin
LaGO - Branch and Cut for nonconvex MINLPs
79. Meeting of the GOR working group "Praxis der mathematischen Optimierung" (October 2007), Bad Honnef, Germany
Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees
Operations Research 2007 conference (September 2007), Saarbücken, Germany
Interfacing COIN-OR solvers by GAMS
Operations Research 2007 conference (September 2007), Saarbücken, Germany
COIN-OR/GAMSlinks - Hooking your solver to GAMS
Euro XXII conference (Juli 2007), Prague
LaGO - Branch and Cut for nonconvex MINLPs
Advances in Global Optimization: Methods and Applications (June 2007), Myconos
Recombination of Scenarios in Multistage Stochastic Programming
Spring School Stochastic Programming: Theory and Applications (April 2007), Bergamo
LaGO - Branch and Cut for nonconvex block-separable MINLPs in the absence of algebraic formulations
GICOLAG workshop (December 2006), Vienna
LaGO - a Branch and Cut framework for nonconvex MINLPs
invited talk at Euro XXI conference (Juli 2006), Reykjavik
Stabilität gemischt-ganzzahliger linearer Optimierungsprobleme - Überblick und offene Fragen
Forschungsseminar (Februar 2006), Humboldt-Universität zu Berlin
Asymptotic Enumeration of Unlabelled Outerplanar Graphs
Forschungsseminar (November 2005), Humboldt-Universität zu Berlin

Poster:

Matheon B20: Optimization of gas transport (March 2011)
Extending SCIP for solving MIQCPs
European Workshop on Mixed Integer Nonlinear Programming (April 2010), Marseille
Interfacing COIN-OR solvers by GAMS
13th Czech-French-German Conference on Optimization (September 2007), Heidelberg
Adaptive discretization of convex multistage stochastic programs
International Conference on Optimization Frameworks for Industrial Applications (October 2005), Paris