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Auflistung nach Autor "Vigerske, Stefan"
Anzeige der Publikationen 1-6 von 6
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2013-03-27DissertationDecomposition in multistage stochastic programming and a constraint integer programming approach to mixed-integer nonlinear programming Vigerske, StefanDiese Arbeit leistet Beiträge zu zwei Gebieten der mathematischen Programmierung: stochastische Optimierung und gemischt-ganzzahlige nichtlineare Optimierung (MINLP). Im ersten Teil erweitern wir quantitative ...
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2007-08-05BuchDecomposition of Multistage Stochastic Programs with Recombining Scenraio Trees Küchler, Christian; Vigerske, StefanThis paper presents a decomposition approach for linear multistage stochasticprograms, that is based on the concept of recombining scenario trees. The latter, widely applied in Mathematical Finance, may prevent the node ...
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2006-09-20BuchLaGO - a (heuristic) Branch and Cut algorithm fornonconvex MINLPs Nowak, Ivo; Vigerske, StefanWe present a Branch and Cut algorithm of the software package LaGO to solve nonconvex mixed-integer nonlinear programs. A linear outer approximation is constructed from a convex relaxation of the problem. Since we do not ...
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2008-07-02BuchNumerical Evaluation of Approximation Methods in Stochastic Programming Küchler, Christian; Vigerske, StefanWe study an approach for the evaluation of approximation and solution methodsfor multistage linear stochastic programs by measuring the performance of the obtained solutions on a set of out-of-sample scenarios. The main ...
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2011-08-11BuchOptimizing the design of complex energy conversion systems by Branch and Cut Ahadi-Oskui, Turang; Vigerske, Stefan; Nowak, Ivo; Tsatsaronis, GeorgiosThe paper examines the applicability of mathematical programming methods to the simultaneous optimization of the structure and the operational parameters of a combined-cycle-based cogeneration plant. Thus, the optimization ...
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2007-12-07BuchQuantitative stability of fully random mixed-integer two-stage stochastic programs Römisch, Werner; Vigerske, StefanMixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, technology matrix, and right-hand sides areconsidered. Quantitative continuity properties of its optimal value and solution set ...