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 username at math.hu-berlin.de Skype vigerske Phone +49 - (0)30 - 2093 5448 (office) +49 - (0)30 - 2093 2353 (secretary) Fax +49 - (0)30 - 2093 2232 Support Matheon CV here

Ongoing projects:

• Matheon B20: Optimization of Gas Transport


• COIN-OR/LaGO: a MINLP solver
• COIN-OR/GAMSlinks: interfaces between GAMS and COIN-OR solvers
• 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

Some links:

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


• Kuchen: die Freitag Nachmittag Kuchenrunde

Publications:

Stochastic Programming:

• W. Römisch, S. Vigerske
  Recent progress in two-stage mixed-integer stochastic programming with applications in power production planning
  Preprint 535, DFG Research Center Matheon "Mathematics for key technologies", and accepted for publication in Power Systems Handbook, Springer (May 2009)
  
  
• A. Epe, C. Küchler, W. Römisch, S. Vigerske, H.-J. Wagner, C. Weber, O. Woll
  Ökonomische Bewertung von elektrischen Energiespeichern - Ausbau und Betrieb im Kontext wachsender Windenergieerzeugung
  Innovative Modellierung und Optimierung von Energiesystemen (R. Schultz, H.-J. Wagner Hg.), LIT Verlag (2009)
  
  
• C. Küchler, S. Vigerske
  Ein Dekompositionsverfahren für stochastische Optimierungsprobleme mit rekombinierenden Szenariobäumen
  Innovative Modellierung und Optimierung von Energiesystemen (R. Schultz, H.-J. Wagner Hg.), LIT Verlag (2009)
  
  
• C. Küchler, S. Vigerske
  Numerical Evaluation of Approximation Methods in Stochastic Programming
  submitted (January 2008)
  
  
• A. Epe, C. Küchler, W. Römisch, S. Vigerske, 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, VDI-Verlag 2007, 3-13
  
  
• A. Epe, C. Küchler, W. Römisch, S. Vigerske, H.-J. Wagner, C. Weber, O. Woll
  Optimization of Dispersed Energy Supply - Stochastic Programming with Recombining Scenario Trees
  Optimization in the Energy Industry (J. Kallrath, P. Pardalos, S. Rebennack, M. Scheidt eds.), Springer (2009)
  
  
• C. Küchler, S. Vigerske
  Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees
  submitted (May 2007)
  
  
• W. Römisch, S. Vigerske
  Quantitative stability of fully random mixed-integer two-stage stochastic programs
  Optimization Letters 2:3, 377-388 (2008)
  
  
• S. Vigerske, I. Nowak
  Adaptive discretization of convex multistage stochastic programs
  Mathematical Methods of Operations Research 65:2 (2007)
  
  
• S. Vigerske
  Adaptive discretization of stochastic programs (in deutsch)
  Diploma thesis (2005), Humboldt-University Berlin

Mixed Integer Nonlinear Programming:

• A. Bley, A.M. Gleixner, T. Koch, S. Vigerske
  Comparing MIQCP solvers to a specialised algorithm for mine production scheduling
  submitted (October 2009)
  
  
• T. Berthold, S. Heinz, S. Vigerske
  Extending a CIP framework to solve MIQCPs
  submitted (July 2009)
  
  
• M. Jüdes, G. Tsatsaronis, S. Vigerske
  Optimization of the Design and Partial-Load Operation of Power Plants using Mixed-Integer Nonlinear Programming
  Optimization in the Energy Industry (J. Kallrath, P. Pardalos, S. Rebennack, M. Scheidt eds.), Springer (2009)
  
  
• M. Jüdes, G. Tsatsaronis, S. Vigerske
  Entwurfsoptimierung von Energieumwandlungsanlagen mit mehreren Betriebspunkten
  Optimierung in der Energiewirtschaft, VDI-Berichte 2018, VDI-Verlag 2007, 199-210
  
  
• T. Ahadi-Oskui, S. Vigerske, I. Nowak, G. Tsatsaronis
  Optimizing the design of complex energy conversion systems by Branch and Cut
  Preprint 07-11 (July 2007), Institut für Mathematik, Humboldt-Universität Berlin, and submitted
  
  
• I. Nowak, S. Vigerske
  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. Vigerske
  LaGO - An object oriented library for solving MINLPs
  Global Optimization and Constraint Satisfaction (2003), ed. C. Bliek et al., Springer, Berlin, 32-42

Enumerative Combinatorics:

• M. Bodirsky, E. Fusy, M. Kang, S. Vigerske
  Enumeration and Asymptotic Properties of Unlabeled Outerplanar Graphs
  Electronic Journal of Combinatorics 14:1 (2007), #R66
  An earlier but longer version is available at arXiv here.
  
  
• S. Vigerske
  Asymptotic Enumeration of Unlabelled Outerplanar Graphs
  Diploma thesis (2005), Humboldt-University Berlin
  
  
• S. Vigerske
  Random Outerplanar Graphs
  Studienarbeit (2005), Humboldt-University Berlin

Selected talks:

• 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
  
  
• Approaches to Mixed-Integer Nonlinear Programming (Literature Overview)
  TUD/ZIB MINLP Workshop (July 2008), TU Darmstadt
  
  
• 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/GAMS links - 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
  
  
• Adaptive Diskretisierung konvexer mehrstufiger stochastischer Programme
  Forschungsseminar (Juli 2005), Humboldt-Universität zu Berlin

Poster:

• 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