Andreas Grothey

Publication Activity (10 Years)

Years Active: 2002-2023
Publications (10 Years): 3

Top Topics

Approximate Dynamic Programming

Unit Commitment

Decomposition Algorithm

Top Venues

Ann. Oper. Res.

Comput. Optim. Appl.

Math. Program. Comput.

Publications

Andreas Grothey, Ken McKinnon
On the effectiveness of sequential linear programming for the pooling problem. Ann. Oper. Res. 322 (2) (2023)
Nicolò Mazzi, Andreas Grothey, Ken McKinnon, Nagisa Sugishita
Benders decomposition with adaptive oracles for large scale optimization. Math. Program. Comput. 13 (4) (2021)
Tim Schulze, Andreas Grothey, Ken McKinnon
A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems. Eur. J. Oper. Res. 261 (1) (2017)
Marco Colombo, Andreas Grothey
A decomposition-based crash-start for stochastic programming. Comput. Optim. Appl. 55 (2) (2013)
Paul A. Trodden, Waqquas A. Bukhsh, Andreas Grothey, K. I. M. McKinnon
Optimization-based Islanding of Power Networks using Piecewise Linear AC Power Flow. CoRR (2013)
Andreas Grothey, Xinan Yang
Approximate dynamic programming with Bézier Curves/Surfaces for Top-percentile Traffic Routing. Eur. J. Oper. Res. 218 (3) (2012)
Remigijus Paulavicius, Julius Zilinskas, Andreas Grothey
Parallel branch and bound for global optimization with combination of Lipschitz bounds. Optim. Methods Softw. 26 (3) (2011)
Marco Colombo, Jacek Gondzio, Andreas Grothey
A warm-start approach for large-scale stochastic linear programs. Math. Program. 127 (2) (2011)
Andreas Grothey
Massively Parallel Asset and Liability Management. Euro-Par Workshops (2010)
Remigijus Paulavicius, Julius Zilinskas, Andreas Grothey
Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds. Optim. Lett. 4 (2) (2010)
Jacek Gondzio, Andreas Grothey
Exploiting structure in parallel implementation of interior point methods for optimization. Comput. Manag. Sci. 6 (2) (2009)
Marco Colombo, Andreas Grothey, Jonathan D. Hogg, Kristian Woodsend, Jacek Gondzio
A structure-conveying modelling language for mathematical and stochastic programming. Math. Program. Comput. 1 (4) (2009)
Jacek Gondzio, Andreas Grothey
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis. SIAM J. Optim. 19 (3) (2008)
Jacek Gondzio, Andreas Grothey
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems. Ann. Oper. Res. 152 (1) (2007)
Jacek Gondzio, Andreas Grothey
Solving non-linear portfolio optimization problems with the primal-dual interior point method. Eur. J. Oper. Res. 181 (3) (2007)
Jacek Gondzio, Andreas Grothey
Arising in Optimization with Interior Point Methods. PPAM (2005)
Jacek Gondzio, Andreas Grothey
Reoptimization With the Primal-Dual Interior Point Method. SIAM J. Optim. 13 (3) (2002)