Stefan Vigerske Curriculum Vitae



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Stefan Vigerske Curriculum Vitae E-Mail: stefan@math.hu-berlin.de Academic Degrees 2005 Diploma in Mathematics, Humboldt-University Berlin 2005 Diploma in Computer Science, Humboldt-University Berlin Awards 2006 Award from the Institute for Computer Science at Humboldt-University for the Diploma Thesis Asymptotic enumeration of unlabelled outerplanar graphs Professional Experience 2001-2004 Student Assistent, Humboldt-University Berlin 2005-2012 Research Associate, Humboldt-University Berlin Research Experience and Interests Applied Mathematics; Operations Research; Stochastic Optimization; Global Optimization; Mixed-Integer Nonlinear Programming; Combinatorics Research Projects 2001-2004 Optimizing the design of a complex energy conversion plant supported by the German Science Foundation (DFG) 1

2005-2008 Decentralised Regenerative Energy Supply: Innovative Modelling and Optimization supported by the Federal Ministry of Education and Research (BMBF) 2007 Simulation based stochastic Optimisation Methods for Risk Management in Liberalized Energy Markets supported by the Vienna Science and Technology Fund (WWTF) 2008-2009 Nonconvex Mixed Integer Nonlinear Programming (Matheon B19) supported by the German Science Foundation (DFG) 2009-2012 Optimization of Gas Transport (Matheon B20) supported by the German Science Foundation (DFG) Services to the Scientific Community Refereed Papers: 16 2004-2010 organizer of the friday afternoons cake-and-tea break for the Numerical Analysis group 2006- project manager of COIN-OR project LaGO (development of a global optimization solver) 2007- project manager of COIN-OR project GAMSlinks (development of interfaces from GAMS to open source solvers) 2007 co-organizer of a COIN-OR session at Operations Research 2007 (Saarbrücken) 2007- contributor to COIN-OR project TestTools (development of scripts for nightly builds, tests, and binary distribution of COIN-OR projects) 2007- full member of the COIN-OR Foundation 2008 organizer of an open-source software session at INFORMS Annual Meeting 2008 (Washington, D.C.) 2009- member of COIN-OR Technical Leadership Council 2009- managing editor of MINLPLib and GlobalLib 2

Talks at International Conferences 2006 LaGO - a Branch and Cut framework for nonconvex MINLPs invited talk at Euro XXI conference, Reykjavik 2006 LaGO - Branch and Cut for nonconvex block-separable MINLPs in the absence of algebraic formulations invited talk at GICOLAG workshop, Vienna 2007 Recombination of Scenarios in Multistage Stochastic Programming Spring School Stochastic Programming: Theory and Applications, Bergamo Advances in Global Optimization: Methods and Applications, Myconos invited talk at Euro XXII conference, Prague 2007 COIN-OR / GAMS links - Hooking your solver to GAMS invited talk at Euro XXII conference, Prague 2007 Performance of COIN-OR solvers for the solution of MINLPs using GAMS invited talk at Euro XXII conference, Prague 2007 Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees 11th Conference on Stochastic Programming, Vienna 2007 Interfacing COIN-OR solvers by GAMS Operations Research 2007, Saarbrücken 2007 Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees Operations Research 2007, Saarbrücken invited talk at 13th Czech-French-German Conference on Optimization, Heidelberg invited talk at 79th meeting of the GOR working group Praxis der mathematischen Optimierung, Bad Honnef, Germany 2008 Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees SIGOPT 2008 - International Conference on Optimization, Lambrecht 2008 Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees CARIPLO Workshop on Numerical Linear and Nonlinear Stochastic Programming, University of Edinburgh, Scotland 3

2008 Hooking your solver to GAMS - The COIN-OR/GAMSlinks project INFORMS Annual Meeting, Washington D.C. 2008 Solving Nonconvex MINLPs with LaGO invited talk at INFORMS Annual Meeting, Washington D.C. 2008 Solving nonconvex MINLP by quadratic approximation invited talk at IMA Hot Topics Workshop: Mixed-Integer Nonlinear Optimization: Algorithmic Advances and Applications, Minneapolis 2008 Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees COPI 08 - Conference on Optimization and Practices in Industry, EDF Recherche & Développement, Clamart 2009 Extending SCIP for solving mixed-integer nonlinear programs invited talk at CIMINP- Spring Workshop on Computational Issues in Mixed Integer Nonlinear Programming, Bordeaux 2009 Extending SCIP for MINLP MOPTA 2009 - Modelling and Optimization: Theory and Applications, Bethlehem (PA), USA 2009 Extending a CIP framework for solving mixed-integer nonlinear programs invited talk at 20th International Symposium on Mathematical Programming, Chicago 2010 Numerical Evaluation of Approximation Methods in Stochastic Programming 12th International Conference on Stochastic Programming, Halifax, Canada 2010 Extending SCIP towards MINLP invited talk at Discrete Optimization 2010, UNSW, Sydney Publications [1] I. Nowak, H. Alperin, and S. Vigerske. LaGO - an object oriented library for solving MINLPs. In Ch. Bliek, Ch. Jermann, and A. Neumaier, editors, Global Optimization and Constraint Satisfaction, volume 2861 of Lecture Notes in Computer Science, pages 31 43. Springer, 2003. First International Workshop on Global Constraint Optimization and Constraint Satisfaction, COCOS 2002. [2] S. Vigerske. Random outerplanar graphs. seminar paper, 2005. [3] S. Vigerske. Adaptive Diskretisierung stochastischer Optimierungsprobleme. Master s thesis, Humboldt-Universität zu Berlin, 2005. 4

[4] S. Vigerske. Asymptotic enumeration of unlabelled outerplanar graphs. Master s thesis, Humboldt-University Berlin, 2005. [5] W. Römisch and S. Vigerske. Quantitative stability of fully random mixed-integer two-stage stochastic programs. Optimization Letters, 2:377 388, 2008. [6] I. Nowak and S. Vigerske. Adaptive discretization of convex multistage stochastic programs. Mathematical Methods of Operations Research, 65:2, 2007. [7] C. Küchler and S. Vigerske. Decomposition of multistage stochastic programs with recombining scenario trees. Stochastic Programming E-Print Series, 9, 2007. http: //www.speps.org. [8] T. Ahadi-Oskui, S. Vigerske, I. Nowak, and G. Tsatsaronis. Optimizing the design of complex energy conversion systems by branch and cut. Computers & Chemical Engineering, 34(8):1226 1236, 2010. [9] M. Bodirsky, É. Fusy, M. Kang, and S. Vigerske. Enumeration and asymptotic properties of unlabeled outerplanar graphs. Electronic Journal of Combinatorics, 14(1):R66, September 2007. available at http://www.combinatorics.org/volume_ 14/Abstracts/v14i1r66.html. [10] M. Jüdes, G. Tsatsaronis, and S. Vigerske. Entwurfsoptimierung von Energieumwandlungsanlagen mit mehreren Betriebspunkten. In Optimierung in der Energiewirtschaft, number 2018 in VDI-Berichte, pages 199 210. VDI-Verlag, Düsseldorf, 2007. [11] A. Epe, C. Küchler, W. Römisch, S. Vigerske, H.-J. Wagner, C. Weber, and O. Woll. Stochastische Optimierung mit rekombinierenden Szenariobäumen Analyse dezentraler Energieversorgung mit Windenergie und Speichern. In Optimierung in der Energiewirtschaft, number 2018 in VDI-Berichte, pages 3 13. VDI-Verlag, Düsseldorf, 2007. [12] C. Küchler and S. Vigerske. Numerical evaluation of approximation methods in stochastic programming. Optimization, 59(3):401 415, 2010. Proceedings of the 11th Conference on Stochastic Programming, SPXI 2007, Vienna. [13] A. Epe, C. Küchler, W. Römisch, S. Vigerske, H.-J. Wagner, C. Weber, and O. Woll. Optimization of dispersed energy supply stochastic programming with recombining scenario trees. In J. Kallrath and P. Pardalos, editors, Optimization in the Energy Industry, chapter 15, pages 347 364. Springer, 2009. [14] M. Jüdes, G. Tsatsaronis, and S. Vigerske. Optimization of the design and partial-load operation of power plants using mixed-integer nonlinear programming. In J. Kallrath, P. Pardalos, S. Rebennack, and M. Scheidt, editors, Optimization in the Energy Industry, chapter 9, pages 193 220. Springer, 2009. 5

[15] C. Küchler and S. Vigerske. Ein Dekompositionsverfahren für stochastische Optimierungsprobleme mit rekombinierenden Szenariobäumen. In R. Schultz and H.-J. Wagner, editors, Innovative Modellierung und Optimierung von Energiesystemen, volume 26 of Umwelt- und Ressourcenökonomik, chapter 10, pages 201 226. LIT Verlag, 2009. [16] A. Epe, C. Küchler, W. Römisch, S. Vigerske, H.-J. Wagner, C. Weber, and O. Woll. Ökonomische Bewertung von elektrischen Energiespeichern - Ausbau und Betrieb im Kontext wachsender Windenergieerzeugung. In R. Schultz and H.-J. Wagner, editors, Innovative Modellierung und Optimierung von Energiesystemen, volume 26 of Umweltund Ressourcenökonomik, chapter 7, pages 135 152. LIT Verlag, 2009. [17] I. Nowak and S. Vigerske. LaGO: a(heuristic) branch and cut algorithm for nonconvex MINLPs. Central European Journal of Operations Research, 16(2):127 138, 2008. [18] W. Römisch and S. Vigerske. Recent progress in two-stage mixed-integer stochastic programming with applications in power production planning. In S. Rebennack, P.M. Pardalos, M.V.F. Pereira, and N.A. Iliadis, editors, Handbook of Power Systems I, pages 177 208. Springer, 2010. [19] T. Berthold, S. Heinz, and S. Vigerske. Extending a CIP framework to solve MIQCPs. In Jon Lee and Sven Leyffer, editors, Mixed-integer nonlinear optimization: Algorithmic advances and applications, volume 154 of IMA volumes in Mathematics and its Applications, pages 427 444. Springer, 2012. [20] Andreas Bley, Ambros M. Gleixner, Thorsten Koch, and Stefan Vigerske. Comparing MIQCP solvers to a specialised algorithm for mine production scheduling. In Hans Georg Bock, Xuan Phu Hoang, Rolf Rannacher, and Johannes P. Schlöder, editors, Modeling, Simulation and Optimization of Complex Processes, pages 25 39. Springer Berlin Heidelberg, 2012. [21] W. Neun, T. Sturm, and S. Vigerske. Supporting global numerical optimization of rational functions by generic symbolic convexity tests. In V.P. Gerdt, W. Koepf, E.W. Mayr, and E.H. Vorozhtsov, editors, Computer Algebra in Scientific Computing, volume 6244 of Lecture Notes in Computer Science. Springer, 2010. Proceedings of 12th International Workshop on Computer Algebra in Scientific Computing, CASC 2010, Tsakhadzor, Armenia. [22] M.R. Bussieck and S. Vigerske. MINLP solver software. In Wiley Encyclopedia of Operations Research and Management Science. Wiley, 2010. http://www.math. hu-berlin.de/~stefan/minlpsoft.pdf. [23] M. Bodirsky, É. Fusy, M. Kang, and S. Vigerske. Boltzmann samplers, Pólya theory, and cycle pointing. SIAM Journal on Computing, 40(3):721 769, 2011. 6

[24] T. Berthold, S. Heinz, A. Gleixner, and S. Vigerske. Extending SCIP for solving MIQCPs. In P. Bonami, L. Liberti, A.J. Miller, and A. Sartenaer, editors, Proceedings of the European Workshop on Mixed Integer Nonlinear Programming, pages 181 196, 2010. available at http://www.lix.polytechnique.fr/~liberti/ewminlp/ ewminlp-proceedings.pdf. [25] T. Berthold, S. Heinz, A. Gleixner, and S. Vigerske. On the computational impact of MIQCP solver components. ZIB-Report 11-01, Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB), 2010. http://vs24.kobv.de/opus4-zib/frontdoor/ index/index/docid/1199. [26] T. Berthold, S. Heinz, M. E. Pfetsch, and S. Vigerske. Large neighborhood search beyond MIP. In Luca Di Gaspero, Andrea Schaerf, and Thomas Stützle, editors, Proceedings of the 9th Metaheuristics International Conference (MIC 2011), pages 51 60, 2011. [27] S. Vigerske. Decomposition of Multistage Stochastic Programs and a Constraint Integer Programming Approach to Mixed-Integer Nonlinear Programming. PhD thesis, Humboldt Universität zu Berlin, 2012. Submitted. 7