Publications
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. / van Ackooij, Wim; Escobar Luna-Barrera, Debora Daniela; Glanzer, Martin; Pflug, Georg.
In: Computational Management Science, 12.10.2019.Research output: Contribution to journal › Article
Multiscale stochastic optimization: modeling aspects and scenario generation. / Glanzer, Martin; Pflug, Georg.
In: Computational Optimization and Applications: an international journal, 09.2019.Research output: Contribution to journal › Article
Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces. / Geiersbach, Caroline; Pflug, Georg.
In: SIAM Journal on Optimization, 17.05.2019.Research output: Contribution to journal › Article
Incorporating statistical model error into the calculation of acceptability prices of contingent claims. / Glanzer, Martin; Pflug, Georg (Corresponding author); Pichler, Alois.
In: Mathematical Programming, Vol. 174, No. 1, 03.2019, p. 499-524.Research output: Contribution to journal › Article
Computational Aspects for Interface Identification Problems with Stochastic Modelling. / Geiersbach, Caroline; Welker, Kathrin ; Loayza, Estefania.
TBD. 2019.Research output: Contribution to book › Contribution to proceedings
A Stochastic Gradient Method with Mesh Refinement for PDE Constrained Optimization under Uncertainty. / Geiersbach, Caroline; Wollner, Winnifried.
In: TBD, 2019.Research output: Contribution to journal › Article
Location of charging stations in electric car sharing systems. / Leitner, Markus; Brandstätter, Georg; Ljubic, Ivana.
In: Transportation Science, 2019.Research output: Contribution to journal › Article
Optimal XL-insurance under Wasserstein-type ambiguity. / Birghila, Corina; Pflug, Georg.
2019.Research output: Working paper
Robust bounds for tail index. / Birghila, Corina; Engelke, Sebastian.
2019.Research output: Working paper
Bipartite Stochastic Block Models with Tiny Clusters. / Neumann, Stefan.
Thirty-second Conference on Neural Information Processing Systems (NIPS). 2018.Research output: Contribution to book › Contribution to proceedings
Ranking the Teams in European Football Leagues With Agony. / Neumann, Stefan; Ritter, Julian; Budhathoki, Kailash.
5th Workshop on Machine Learning and Data Mining for Sports Analytics at ECML/PKDD 2018. 2018.Research output: Contribution to book › Contribution to proceedings
A Tree Structure for Dynamic Facility Location. / Goranci, Gramoz; Henzinger, Monika; Leniowski, Dariusz.
26th Annual European Symposium on Algorithms (ESA 2018). 2018. 39 (Leibniz International Proceedings in Informatics (LIPIcs); Vol. 112).Research output: Contribution to book › Contribution to proceedings
Dynamic Effective Resistances and Approximate Schur Complement on Separable Graphs. / Goranci, Gramoz; Henzinger, Monika; Peng, Pan.
26th Annual European Symposium on Algorithms (ESA 2018). 2018. 40 (Leibniz International Proceedings in Informatics (LIPIcs); Vol. 112).Research output: Contribution to book › Contribution to proceedings
Least cost influence propagation in (social) networks. / Fischetti, Matteo; Kahr, Michael; Leitner, Markus; Monaci, Michele; Ruthmair, Mario.
In: Mathematical Programming, Vol. 170, No. 1, 07.2018, p. 293-325.Research output: Contribution to journal › Article
Incremental Exact Min-Cut in Polylogarithmic Amortized Update Time. / Goranci, Gramoz; Henzinger, Monika; Thorup, Mikkel .
In: ACM Transactions on Algorithms, Vol. 14, No. 2, 17, 01.03.2018.Research output: Contribution to journal › Article
Combining line search and trust-region methods for l_1-minimization. / Esmaeili, Hamid; Rostami, Majid; Kimiaei, Morteza.
In: International Journal of Computer Mathematics, Vol. 95, No. 10, 2018, p. 1950-1972.Research output: Contribution to journal › Article
Extended Dai--Yuan conjugate gradient strategy for large-scale unconstrained optimization with applications to compressive sensing. / Esmaeili, Hamid; Rostami, Majid; Kimiaei, Morteza.
In: FILOMAT, 2018.Research output: Contribution to journal › Article
Risk layering under ambiguity: an application to farmers exposed to drought risk. / Birghila, Corina; Pflug, Georg; Hochrainer-Stigler, Stefan.
2018.Research output: Working paper
A new restarting adaptive trust-region method for unconstrained optimization. / Kimiaei, Morteza; Ghaderi, Susan.
In: Journal of the Operations Research Society of China, Vol. 5, No. 4, 12.2017, p. 487–507.Research output: Contribution to journal › Article
Determining optimal locations for charging stations of electric car-sharing systems under stochastic demand. / Brandstätter, Georg; Kahr, Michael; Leitner, Markus.
In: Transportation Research Part B: Methodological, Vol. 104, 10.2017, p. 17-35.Research output: Contribution to journal › Article
Improved Guarantees for Vertex Sparsification in Planar Graphs. / Goranci, Gramoz; Henzinger, Monika; Peng, Pan.
25th Annual European Symposium on Algorithms (ESA 2017). 2017.Research output: Contribution to book › Contribution to proceedings
The Power of Vertex Sparsifiers in Dynamic Graph Algorithms. / Goranci, Gramoz; Henzinger, Monika; Peng, Pan.
25th Annual European Symposium on Algorithms (ESA 2017). 2017.Research output: Contribution to book › Contribution to proceedings
A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints. / Kimiaei, Morteza.
In: Calcolo, Vol. 54, No. 3, 01.09.2017, p. 769-812.Research output: Contribution to journal › Article
A Barzilai Borwein adaptive trust-region method for solving systems of nonlinear equation. / Rahpeymaii, Farzad; Kimiaei, Morteza.
In: International Journal of Research in Industrial Engineering, Vol. 6, No. 4, 2017, p. 339-349.Research output: Contribution to journal › Article
A nonmonotone pattern search approach for systems of nonlinear equations. / Amini, Keyvan; Kimiaei, Morteza; Khotanlou, Hassan.
In: International Journal of Computer Mathematics, 2017.Research output: Contribution to journal › Article