Martin Schmidt

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 63

Top Topics

Optimization Problems

Complementarity Problems

Alternating Direction

Decomposition Method

Top Venues

Eur. J. Oper. Res.

INFORMS J. Comput.

Optim. Methods Softw.

Publications

Richard Krug, Günter Leugering, Alexander Martin, Martin Schmidt, Dieter Weninger
A Consensus-Based Alternating Direction Method for Mixed-Integer and PDE-Constrained Gas Transport Problems. INFORMS J. Comput. 36 (2) (2024)
Christian Biefel, Martin Schmidt
On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems. Optim. Lett. 18 (5) (2024)
Jan Pablo Burgard, Carina Moreira Costa, Martin Schmidt
Robustification of the k-means clustering problem and tailored decomposition methods: when more conservative means more accurate. Ann. Oper. Res. 339 (3) (2024)
Jan Pablo Burgard, Carina Moreira Costa, Christopher Hojny, Thomas Kleinert, Martin Schmidt
Mixed-integer programming techniques for the minimum sum-of-squares clustering problem. J. Glob. Optim. 87 (1) (2023)
Yasmine Beck, Ivana Ljubic, Martin Schmidt
A survey on bilevel optimization under uncertainty. Eur. J. Oper. Res. 311 (2) (2023)
Thomas Kleinert, Martin Schmidt
Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches. Comput. Manag. Sci. 20 (1) (2023)
Yasmine Beck, Daniel Bienstock, Martin Schmidt, Johannes Thürauf
On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level. J. Optim. Theory Appl. 198 (1) (2023)
Julia Grübel, Olivier Huber, Lukas Hümbs, Max Klimm, Martin Schmidt, Alexandra Schwartz
Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium. Optim. Methods Softw. 38 (1) (2023)
Julia Grübel, Richard Krug, Martin Schmidt, Winnifried Wollner
A Successive Linear Relaxation Method for MINLPs with Multivariate Lipschitz Continuous Nonlinearities. J. Optim. Theory Appl. 198 (3) (2023)
Yasmine Beck, Ivana Ljubic, Martin Schmidt
Exact methods for discrete ${\varGamma }$-robust interdiction problems with an application to the bilevel knapsack problem. Math. Program. Comput. 15 (4) (2023)
Ioana Molan, Martin Schmidt
Using neural networks to solve linear bilevel problems with unknown lower level. Optim. Lett. 17 (5) (2023)
Fränk Plein, Johannes Thürauf, Martine Labbé, Martin Schmidt
A bilevel optimization approach to decide the feasibility of bookings in the European gas market. Math. Methods Oper. Res. 95 (3) (2022)
Carina Moreira Costa, Dennis Kreber, Martin Schmidt
An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems. INFORMS J. Comput. 34 (6) (2022)
Martin Schmidt, Mathias Sirvent, Winnifried Wollner
The cost of not knowing enough: mixed-integer optimization with implicit Lipschitz nonlinearities. Optim. Lett. 16 (5) (2022)
Vanessa Krebs, Michael Müller, Martin Schmidt
Γ-robust linear complementarity problems with ellipsoidal uncertainty sets. Int. Trans. Oper. Res. 29 (1) (2022)
T. Böttger, Veronika Grimm, Thomas Kleinert, Martin Schmidt
The cost of decoupling trade and transport in the European entry-exit gas market with linear physics modeling. Eur. J. Oper. Res. 297 (3) (2022)
Lars Schewe, Martin Schmidt, Johannes Thürauf
Global optimization for the multilevel European gas market system with nonlinear flow models on trees. J. Glob. Optim. 82 (3) (2022)
Christian Biefel, Frauke Liers, Jan Rolfes, Martin Schmidt
Affinely Adjustable Robust Linear Complementarity Problems. SIAM J. Optim. 32 (1) (2022)
Marianna De Santis, Sven de Vries, Martin Schmidt, Lukas Winkel
A Penalty Branch-and-Bound Method for Mixed Binary Linear Complementarity Problems. INFORMS J. Comput. 34 (6) (2022)
Vanessa Krebs, Martin Schmidt
Γ-robust linear complementarity problems. Optim. Methods Softw. 37 (2) (2022)
Steven A. Gabriel, Marina Leal, Martin Schmidt
On linear bilevel optimization problems with complementarity-constrained lower levels. J. Oper. Res. Soc. 73 (12) (2022)
Veronika Grimm, Daniel Nowak, Lars Schewe, Martin Schmidt, Alexandra Schwartz, Gregor Zöttl
A tractable multi-leader multi-follower peak-load-pricing model with strategic interaction. Math. Program. 195 (1) (2022)
Holger Heitsch, René Henrion, Thomas Kleinert, Martin Schmidt
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints. J. Glob. Optim. 84 (3) (2022)
Christopher Hojny, Imke Joormann, Hendrik Lüthen, Martin Schmidt
Mixed-integer programming techniques for the connected max-k-cut problem. Math. Program. Comput. 13 (1) (2021)
Thomas Kleinert, Julian Manns, Martin Schmidt, Dieter Weninger
Presolving linear bilevel optimization problems. EURO J. Comput. Optim. 9 (2021)
Nadine Gatzert, Alexander Martin, Martin Schmidt, Benjamin Seith, Nikolai Vogl
Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach. Eur. J. Oper. Res. 290 (2) (2021)
Jonas Egerer, Veronika Grimm, Thomas Kleinert, Martin Schmidt, Gregor Zöttl
The impact of neighboring markets on renewable locations, transmission expansion, and generation investment. Eur. J. Oper. Res. 292 (2) (2021)
Yasmine Beck, Martin Schmidt
A robust approach for modeling limited observability in bilevel optimization. Oper. Res. Lett. 49 (5) (2021)
Richard Krug, Günter Leugering, Alexander Martin, Martin Schmidt, Dieter Weninger
Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems. SIAM J. Control. Optim. 59 (6) (2021)
Steven A. Gabriel, Marina Leal, Martin Schmidt
Solving binary-constrained mixed complementarity problems using continuous reformulations. Comput. Oper. Res. 131 (2021)
Thomas Kleinert, Martine Labbé, Ivana Ljubic, Martin Schmidt
A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization. EURO J. Comput. Optim. 9 (2021)
Thomas Kleinert, Martine Labbé, Fränk Plein, Martin Schmidt
Closing the gap in linear bilevel optimization: a new valid primal-dual inequality. Optim. Lett. 15 (4) (2021)
Thomas Kleinert, Martin Schmidt
Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method. INFORMS J. Comput. 33 (1) (2021)
Thomas Kleinert, Veronika Grimm, Martin Schmidt
Outer approximation for global optimization of mixed-integer quadratic bilevel problems. Math. Program. 188 (2) (2021)
Martine Labbé, Fränk Plein, Martin Schmidt, Johannes Thürauf
Deciding feasibility of a booking in the European gas market on a cycle is in P for the case of passive networks. Networks 78 (2) (2021)
Lars Schewe, Martin Schmidt, Johannes Thürauf
Structural properties of feasible bookings in the European entry-exit gas market system. 4OR 18 (2) (2020)
Thomas Kleinert, Martine Labbé, Fränk Plein, Martin Schmidt
Technical Note - There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization. Oper. Res. 68 (6) (2020)
Lars Schewe, Martin Schmidt, Johannes Thürauf
Computing technical capacities in the European entry-exit gas market is NP-hard. Ann. Oper. Res. 295 (1) (2020)
Jens Hübner, Martin Schmidt, Marc Christian Steinbach
Optimization techniques for tree-structured nonlinear problems. Comput. Manag. Sci. 17 (3) (2020)
Lars Schewe, Martin Schmidt, Dieter Weninger
A decomposition heuristic for mixed-integer supply chain problems. Oper. Res. Lett. 48 (3) (2020)
Lars Schewe, Martin Schmidt
The impact of potential-based physics models on pricing in energy networks. Central Eur. J. Oper. Res. 28 (3) (2020)
Julia Grübel, Thomas Kleinert, Vanessa Krebs, Galina Orlinskaya, Lars Schewe, Martin Schmidt, Johannes Thürauf
On electricity market equilibria with storage: Modeling, uniqueness, and a distributed ADMM. Comput. Oper. Res. 114 (2020)
Veronika Grimm, Julia Grübel, Lars Schewe, Martin Schmidt, Gregor Zöttl
Nonconvex equilibrium models for gas market analysis: Failure of standard techniques and alternative modeling approaches. Eur. J. Oper. Res. 273 (3) (2019)
Martin Robinius, Lars Schewe, Martin Schmidt, Detlef Stolten, Johannes Thürauf, Lara Welder
Robust optimal discrete arc sizing for tree-shaped potential networks. Comput. Optim. Appl. 73 (3) (2019)
Veronika Grimm, Lars Schewe, Martin Schmidt, Gregor Zöttl
A multilevel model of the European entry-exit gas market. Math. Methods Oper. Res. 89 (2) (2019)
Thomas Kleinert, Martin Schmidt
Global optimization of multilevel electricity market models including network design and graph partitioning. Discret. Optim. 33 (2019)
Veronika Grimm, Thomas Kleinert, Frauke Liers, Martin Schmidt, Gregor Zöttl
Optimal price zones of electricity markets: a mixed-integer multilevel model and global solution approaches. Optim. Methods Softw. 34 (2) (2019)
Martin Groß, Marc E. Pfetsch, Lars Schewe, Martin Schmidt, Martin Skutella
Algorithmic results for potential-based flows: Easy and hard cases. Networks 73 (3) (2019)
Falk M. Hante, Martin Schmidt
Complementarity-based nonlinear programming techniques for optimal mixing in gas networks. EURO J. Comput. Optim. 7 (3) (2019)
Lars Schewe, Martin Schmidt
Computing feasible points for binary MINLPs with MPECs. Math. Program. Comput. 11 (1) (2019)
Martin Schmidt, Mathias Sirvent, Winnifried Wollner
A decomposition method for MINLPs with Lipschitz continuous nonlinearities. Math. Program. 178 (1-2) (2019)
Vanessa Krebs, Lars Schewe, Martin Schmidt
Uniqueness and multiplicity of market equilibria on DC power flow networks. Eur. J. Oper. Res. 271 (1) (2018)
Martin Gugat, Günter Leugering, Alexander Martin, Martin Schmidt, Mathias Sirvent, David Wintergerst
MIP-based instantaneous control of mixed-integer PDE-constrained gas transport problems. Comput. Optim. Appl. 70 (1) (2018)
Martin Gugat, Günter Leugering, Alexander Martin, Martin Schmidt, Mathias Sirvent, David Wintergerst
Towards simulation based mixed-integer optimization with differential equations. Networks 72 (1) (2018)
Björn Geißler, Antonio Morsi, Lars Schewe, Martin Schmidt
Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods. INFORMS J. Comput. 30 (2) (2018)
Jens Hübner, Martin Schmidt, Marc Christian Steinbach
A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization. INFORMS J. Comput. 29 (4) (2017)
Veronika Grimm, Lars Schewe, Martin Schmidt, Gregor Zöttl
Uniqueness of market equilibrium on a network: A peak-load pricing approach. Eur. J. Oper. Res. 261 (3) (2017)
Björn Geißler, Antonio Morsi, Lars Schewe, Martin Schmidt
Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps. SIAM J. Optim. 27 (3) (2017)
Martin Schmidt, Denis Aßmann, Robert Burlacu, Jesco Humpola, Imke Joormann, Nikolaos Kanelakis, Thorsten Koch, Djamal Oucherif, Marc E. Pfetsch, Lars Schewe, Robert Schwarz, Mathias Sirvent
GasLib - A Library of Gas Network Instances. Data 2 (4) (2017)
Veronika Grimm, Alexander Martin, Martin Schmidt, Martin Weibelzahl, Gregor Zöttl
Transmission and generation investment in electricity markets: The effects of market splitting and network fee regimes. Eur. J. Oper. Res. 254 (2) (2016)
Daniel Rose, Martin Schmidt, Marc Christian Steinbach, Bernhard M. Willert
Computational optimization of gas compressor stations: MINLP models versus continuous reformulations. Math. Methods Oper. Res. 83 (3) (2016)
Björn Geißler, Antonio Morsi, Lars Schewe, Martin Schmidt
Solving power-constrained gas transportation problems using an MIP-based alternating direction method. Comput. Chem. Eng. 82 (2015)
Marc E. Pfetsch, Armin Fügenschuh, Björn Geißler, Nina Geißler, Ralf Gollmer, Benjamin Hiller, Jesco Humpola, Thorsten Koch, Thomas Lehmann, Alexander Martin, Antonio Morsi, Jessica Rövekamp, Lars Schewe, Martin Schmidt, Rüdiger Schultz, Robert Schwarz, Jonas Schweiger, Claudia Stangl, Marc Christian Steinbach, Stefan Vigerske, Bernhard M. Willert
Validation of nominations in gas network optimization: models, methods, and solutions. Optim. Methods Softw. 30 (1) (2015)