Stefan's page

Stefan Vigerske

GAMS Software GmbH (employee in R&D)
Zuse Institute Berlin (guest at Optimization Dept.)

E-Mail	svigerske at gams.com
GitHub	svigerske
Mastodon	@svigerske@mathstodon.xyz

Ongoing involvements:

GAMS: General Algebraic Modeling System

SCIP: Solving Constraint Integer Programs (incl. MINLPs)

COIN-OR: Computational Infrastructure for Operations Research, in particular GAMSlinks, Ipopt, BuildTools

Previous projects:

2009-2012: Matheon B20: Optimization of Gas Transport

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

COIN-OR/LaGO: a MINLP solver

Selected talks:

01/2023: Global Optimization of MINLPs with SCIP 8
Institute of Mathematics for Industry, Kyushu University, Fukuoka, Japan
01/2023: Short Lecture: Global Optimization of MINLP
Institute of Mathematics for Industry, Kyushu University, Fukuoka, Japan
07/2015: (MI)NLPLib 2
International Symposium on Mathematical Programming, Pittsburgh, U.S.A.
12/2017 (Update): MINLP solvers version-to-version comparison
07/2014: Analyzing the computational impact of individual MINLP solver components
Mixed-Integer Programming Workshop (MIP), Columbus, OH, U.S.A.

Publications:

Bolusani, Suresh, Besançon, Mathieu, Bestuzheva, Ksenia, Chmiela, Antonia, Dionísio, João, Donkiewicz, Tim, van Doornmalen, Jasper, Eifler, Leon, Ghannam, Mohammed, Gleixner, Ambros, Graczyk, Christoph, Halbig, Katrin, Hedtke, Ivo, Hoen, Alexander, Hojny, Christopher, der Hulst, Rolf van, Kamp, Dominik, Koch, Thorsten, Kofler, Kevin, Lentz, Jurgen, Manns, Julian, Mexi, Gioni, Mühmer, Erik, Pfetsch, Marc E., Schlösser, Franziska, Serrano, Felipe, Shinano, Yuji, Turner, Mark, V., S., Weninger, Dieter, and Xu, Lixing, The SCIP Optimization Suite 9.0, Tech. Rep. 2402.17702, 2024.

Bestuzheva, Ksenia, Chmiela, Antonia, Müller, Benjamin, Serrano, Felipe, V., S., and Wegscheider, Fabian, Global Optimization of Mixed-Integer Nonlinear Programs with SCIP 8, Journal of Global Optimization, 2023. Extended Preprint.

Bestuzheva, Ksenia, Gleixner, Ambros, and V., S., A computational study of perspective cuts, Mathematical Programming Computation, 15:4, 2023, 703-731. Preprint.

Bestuzheva, Ksenia, Besançon, Mathieu, Chen, Wei-Kun, Chmiela, Antonia, Donkiewicz, Tim, van Doornmalen, Jasper, Eifler, Leon, Gaul, Oliver, Gamrath, Gerald, Gleixner, Ambros, Gottwald, Leona, Graczyk, Christoph, Halbig, Katrin, Hoen, Alexander, Hojny, Christopher, der Hulst, Rolf van, Koch, Thorsten, Lübbecke, Marco, Maher, Stephen J., Matter, Frederic, Mühmer, Erik, Müller, Benjamin, Pfetsch, Marc E., Rehfeldt, Daniel, Schlein, Steffan, Schlösser, Franziska, Serrano, Felipe, Shinano, Yuji, Sofranac, Boro, Turner, Mark, V., S., Wegscheider, Fabian, Wellner, Philipp, Weninger, Dieter, and Witzig, Jakob, Enabling Research Through The SCIP Optimization Suite 8.0, ACM Transactions on Mathematical Software, 2023.

Bestuzheva, Ksenia, Besançon, Mathieu, Chen, Wei-Kun, Chmiela, Antonia, Donkiewicz, Tim, van Doornmalen, Jasper, Eifler, Leon, Gaul, Oliver, Gamrath, Gerald, Gleixner, Ambros, Gottwald, Leona, Graczyk, Christoph, Halbig, Katrin, Hoen, Alexander, Hojny, Christopher, der Hulst, Rolf van, Koch, Thorsten, Lübbecke, Marco, Maher, Stephen J., Matter, Frederic, Mühmer, Erik, Müller, Benjamin, Pfetsch, Marc E., Rehfeldt, Daniel, Schlein, Steffan, Schlösser, Franziska, Serrano, Felipe, Shinano, Yuji, Sofranac, Boro, Turner, Mark, V., S., Wegscheider, Fabian, Wellner, Philipp, Weninger, Dieter, and Witzig, Jakob, The SCIP Optimization Suite 8.0, Tech. Rep. 21-41, Zuse Institute Berlin, 2021.

Gamrath, Gerald, Anderson, Daniel, Bestuzheva, Ksenia, Chen, Wei-Kun, Eifler, Leon, Gasse, Maxime, Gemander, Patrick, Gleixner, Ambros, Gottwald, Leona, Halbig, Katrin, Hendel, Gregor, Hojny, Christopher, Koch, Thorsten, Bodic, Pierre Le, Maher, Stephen J., Matter, Frederic, Miltenberger, Matthias, Mühmer, Erik, Müller, Benjamin, Pfetsch, Marc, Schlösser, Franziska, Serrano, Felipe, Shinano, Yuji, Tawfik, Christine, V., S., Wegscheider, Fabian, Weninger, Dieter, and Witzig, Jakob, The SCIP Optimization Suite 7.0, Tech. Rep. 20-10, Zuse Institute Berlin, 2020.

Furini, Fabio, Traversi, Emiliano, Belotti, Pietro, Frangioni, Antonio, Gleixner, Ambros, Gould, Nick, Liberti, Leo, Lodi, Andrea, Misener, Ruth, Mittelmann, Hans, Sahinidis, Nikolaos V., V., S., and Wiegele, Angelika, QPLIB: a library of quadratic programming instances, Mathematical Programming Computation, 11:2, 2019, 237-265. Preprint.

Gleixner, Ambros, Eifler, Leon, Gally, Tristan, Gamrath, Gerald, Gemander, Patrick, Gottwald, Robert Lion, Hendel, Gregor, Hojny, Christopher, Koch, Thorsten, Miltenberger, Matthias, Müller, Benjamin, Pfetsch, Marc E., Puchert, Christian, Rehfeldt, Daniel, Schlösser, Franziska, Serrano, Felipe, Shinano, Yuji, Viernickel, Jan Merlin, V., S., Weninger, Dieter, Witt, Jonas T., and Witzig, Jakob, The SCIP Optimization Suite 5.0, Tech. Rep. 17-61, Zuse Institute Berlin, 2017.

Müller, Benjamin, Kuhlmann, Renke, and V., S., On the Performance of NLP Solvers Within Global MINLP Solvers. In Operations Research Proceedings 2017, Springer International Publishing, Cham, 2018, 633-639. Preprint.

Bernal, David E., V., S., Trespalacios, Francisco, and Grossmann, Ignacio E., Improving the performance of DICOPT in convex MINLP problems using a feasibility pump, Optimization Methods and Software, 35:1, 2020, 171-190. Preprint.

V., S. and Gleixner, Ambros, SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework, Optimization Methods and Software, 33:3, 2017, 563-593. Preprint.

Gamrath, Gerald, Fischer, Tobias, Gally, Tristan, Gleixner, Ambros M., Hendel, Gregor, Koch, Thorsten, Maher, Stephen J., Miltenberger, Matthias, Müller, Benjamin, Pfetsch, Marc E., Puchert, Christian, Rehfeldt, Daniel, Schenker, Sebastian, Schwarz, Robert, Serrano, Felipe, Shinano, Yuji, V., S., Weninger, Dieter, Winkler, Michael, Witt, Jonas T., and Witzig, Jakob, The SCIP Optimization Suite 3.2, Tech. Rep. 15-60, Zuse Institute Berlin, 2016.

D'Ambrosio, Claudia, Fampa, Marcia, Lee, Jon, and V., S., On a nonconvex MINLP formulation of the Euclidean Steiner tree problems in n-space, Tech. Rep., 2015.

Arnold, Thomas, Berthold, Timo, Heinz, Stefan, V., S., Henrion, René, Grötschel, Martin, Koch, Thorsten, Tischendorf, Caren, and Römisch, Werner, A Jack of all trades? Solving stochastic mixed-integer nonlinear constraint programs. In Deuflhard, Peter, Grötschel, Martin, Hömberg, Dietmar, Horst, Ulrich, Kramer, Jürg, Mehrmann, Volker, Polthier, Konrad, Schmidt, Frank, Schütte, Christof, Skutella, Martin, and Sprekels, Jürgen, Eds, Matheon - Mathematics for Key Technologies, EMS Series in Industrial and Applied Mathematics, 1, European Mathematical Society, 2014, 135-146.

Arnold, Thomas, Henrion, René, Möller, Andris, and V., S., A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints, Pacific Journal of Optimization, 10:1, 2014, 5-20. Preprint.

Shinano, Yuji, Heinz, Stefan, V., S., and Winkler, Michael, FiberSCIP - A shared memory parallelization of SCIP, INFORMS Journal on Computing, 30:1, 2017, to appear. Preprint.

Bussieck, Michael R, Dirkse, Steven P, and V., S., PAVER 2.0: An Open Source Environment for Automated Performance Analysis of Benchmarking Data, Journal of Global Optimization, 59:2-3, 2014, 259-275. Preprint.

Shinano, Yuji, Achterberg, Tobias, Berthold, Timo, Heinz, Stefan, Koch, Thorsten, V., S., and Winkler, Michael, 制約整数計画ソルバSCIPの並列化. In Ikeda, Shiro and Ito, Satoshi, Eds, Proceedings of the Institute of Statistical Mathematics, 61, Institute of Statistical Mathematics, 2013, 47-78. Preprint.

Ballerstein, Martin, Michaels, Dennis, and V., S., Linear Underestimators for bivariate functions with a fixed convexity behavior, Tech. Rep. 13-02, Zuse Institute Berlin, 2015. Revised version.

Pfetsch, Marc E, Fügenschuh, Armin, Geißler, Björn, Geißler, Nina, Gollmer, Ralf, Hiller, Benjamin, Humpola, Jesco, Koch, Thorsten, Lehmann, Thomas, Martin, Alexander, Morsi, Antonio, Rövekamp, Jessica, Schewe, Lars, Schmidt, Martin, Schultz, Rüdiger, Schwarz, Robert, Schweiger, Jonas, Stangl, Claudia, Steinbach, Marc C, V., S., and Willert, Bernhard M, Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions, Tech. Rep. 12-41, Zuse Institute Berlin, 2012.

Gleixner, Ambros M, Held, Harald, Huang, Wei, and V., S., Towards globally optimal operation of water supply networks, Numerical Algebra, Control and Optimization, 2:4, 2012, 695-711.

Berthold, Timo, Gleixner, Ambros M, Heinz, Stefan, and V., S., Analyzing the computational impact of MIQCP solver components, Numerical Algebra, Control and Optimization, 2:4, 2012, 739-748. Preprint.

Bley, Andreas, Gleixner, Ambros M, Koch, Thorsten, and V., S., Comparing MIQCP Solvers to a Specialised Algorithm for Mine Production Scheduling. In Bock, Hans Georg, Hoang, Xuan Phu, Rannacher, Rolf, and Schlöder, Johannes P, Eds, Comparing MIQCP Solvers to a Specialised Algorithm for Mine Production Scheduling, Springer Berlin Heidelberg, 2012, 25-39. Preprint.

Berthold, Timo, Heinz, Stefan, and V., S., Extending a CIP framework to solve MIQCPs. In Lee, Jon and Leyffer, Sven, Eds, Mixed Integer Nonlinear Programming, Springer, 2012, 427-444. Preprint.

Berthold, Timo, Heinz, Stefan, Pfetsch, Marc E, and V., S., Large Neighborhood Search beyond MIP. In Gaspero, Luca Di, Schaerf, Andrea, and Stützle, Thomas, Eds, Proceedings of the 9th Metaheuristics International Conference (MIC 2011), 2011, 51-60.

Bodirsky, Manuel, Fusy, Éric, Kang, Mihyun, and V., S., Boltzmann Samplers, Pólya Theory, and Cycle Pointing, SIAM Journal on Computing, 40:3, 2011, 721-769. Preprint.

Fügenschuh, Armin, Homfeld, Henning, Schülldorf, Hanno, and V., S., Mixed-Integer Nonlinear Problems in Transportation Applications. In Rodrigues, Hélder, Ed, Proceedings of the 2nd International Conference on Engineering Optimization, 2010.

Bussieck, Michael R and V., S., MINLP Solver Software. In Cochran, James J, Cox, Jr, Louis Anthony, Keskinocak, Pinar, Kharoufeh, Jeffrey P, and Smith, J Cole, Eds, Wiley Encyclopedia of Operations Research and Management Science, Wiley & Sons, Inc., 2010. Latest Version (2014).

Berthold, Timo, Gleixner, Ambros M, Heinz, Stefan, and V., S., On the computational impact of MIQCP solver components, Tech. Rep. 11-01, Zuse Institute Berlin, 2010.

Neun, Winfried, Sturm, Thomas, and V., S., Supporting Global Numerical Optimization of Rational Functions by Generic Symbolic Convexity Tests. In Gerdt, Vladimir P, Koepf, Wolfram, Mayr, Ernst W, and Vorozhtsov, Evgenii H, Eds, Computer Algebra in Scientific Computing, Springer, 2010, 205-219. Preprint.

Berthold, Timo, Gleixner, Ambros M, Heinz, Stefan, and V., S., Extending SCIP for solving MIQCPs. In Bonami, Pierre, Liberti, Leo, Miller, Andrew J, and Sartenaer, Annick, Eds, Proceedings of the European Workshop on Mixed Integer Nonlinear Programming, 2010, 181-196.

Ahadi-Oskui, Turang, V., S., Nowak, Ivo, and Tsatsaronis, George, Optimizing the design of complex energy conversion systems by Branch and Cut, Computers and Chemical Engineering, 34:8, 2010, 1226-1236. Preprint.

Küchler, Christian and V., S., Numerical Evaluation of Approximation Methods in Stochastic Programming, Optimization, 59:3, 2010, 401-415. Preprint.

Römisch, Werner and V., S., Recent progress in two-stage mixed-integer stochastic programming with applications in power production planning. In Rebennack, Steffen, Pardalos, Panos M, Pereira, Mario V F, and Iliadis, Niko A, Eds, Handbook of Power Systems I, Springer, 2010, 177-208. Preprint.

Küchler, Christian and V., S., Ein Dekompositionsverfahren für stochastische Optimierungsprobleme mit rekombinierenden Szenariobäumen. Chapter 10 in Schultz, Rüdiger and Wagner, Hermann-Josef, Eds, Innovative Modellierung und Optimierung von Energiesystemen, LIT Verlag, 2009, 201-226.

Jüdes, Marc, Tsatsaronis, George, and V., S., Optimization of the Design and Partial-Load Operation of Power Plants using Mixed-Integer Nonlinear Programming. Chapter 9 in Kallrath, Josef, Pardalos, Panos M, Rebennack, Steffen, and Scheidt, Max, Eds, Optimization in the Energy Industry, Springer, 2009, 193-220. Preprint.

Epe, Alexa, Küchler, Christian, Römisch, Werner, V., S., Wagner, Hermann-Josef, Weber, Christoph, and Woll, Oliver, Optimization of Dispersed Energy Supply - Stochastic Programming with Recombining Scenario Trees. Chapter 15 in Kallrath, Josef, Pardalos, Panos M, Rebennack, Steffen, and Scheidt, Max, Eds, Optimization in the Energy Industry, Springer, 2009, 347-364. Preprint.

Epe, Alexa, Küchler, Christian, Römisch, Werner, V., S., Wagner, Hermann-Josef, Weber, Christoph, and Woll, Oliver, Ökonomische Bewertung von elektrischen Energiespeichern - Ausbau und Betrieb im Kontext wachsender Windenergieerzeugung. Chapter 7 in Schultz, Rüdiger and Wagner, Hermann-Josef, Eds, Innovative Modellierung und Optimierung von Energiesystemen, LIT Verlag, 2009, 135-152.

Nowak, Ivo and V., S., LaGO: a (heuristic) Branch and Cut algorithm for nonconvex MINLPs, Central European Journal of Operations Research, 16:2, 2008, 127-138. Preprint.

Römisch, Werner and V., S., Quantitative stability of fully random mixed-integer two-stage stochastic programs, Optimization Letters, 2:3, 2008, 377-388. Preprint.

Epe, Alexa, Küchler, Christian, Römisch, Werner, V., S., Wagner, Hermann-Josef, Weber, Christoph, and Woll, Oliver, Stochastische Optimierung mit rekombinierenden Szenariobäumen - Analyse dezentraler Energieversorgung mit Windenergie und Speichern. In Optimierung in der Energiewirtschaft, VDI-Berichte, 2018, VDI-Verlag, Düsseldorf, 2007, 3-13.

Küchler, Christian and V., S., Decomposition of Multistage Stochastic Programs with Recombining Scenario Trees, Stochastic Programming E-Print Series, 2007-09, 2007.

Jüdes, Marc, Tsatsaronis, George, and V., S., Entwurfsoptimierung von Energieumwandlungsanlagen mit mehreren Betriebspunkten. In Optimierung in der Energiewirtschaft, VDI-Berichte, 2018, VDI-Verlag, Düsseldorf, 2007, 199-210.

Nowak, Ivo and V., S., Adaptive discretization of convex multistage stochastic programs, Mathematical Methods of Operations Research, 65:2, 2007, 361-383. Preprint.

Bodirsky, Manuel, Fusy, Éric, Kang, Mihyun, and V., S., Enumeration and asymptotic properties of unlabeled outerplanar graphs, Electronic Journal of Combinatorics, 14:1, 2007, R66. Earlier but longer version.

V., S., Adaptive discretization of stochastic programs, Masters thesis, Humboldt-University Berlin, 2005. German version.

V., S., Asymptotic enumeration of unlabelled outerplanar graphs, Masters thesis, Humboldt-University Berlin, 2005.

V., S., Random Outerplanar Graphs, 2005. Seminar paper.

Nowak, Ivo, Alperin, Hernán, and V., S., LaGO - An object oriented library for solving MINLPs. In Bliek, Christian, Jermann, Christophe, and Neumaier, Arnold, Eds, Global Optimization and Constraint Satisfaction, Springer, 2003, 32-42. Preprint.

(bibfile, Google Scholar profile)

PhD Thesis:

Decomposition of Multistage Stochastic Programs and a Constraint Integer Programming Approach to Mixed-Integer Nonlinear Programming
Humboldt-University Berlin, 2013 (permalink)

Notes:

GAMS: Subversion+Trac to GitLab conversion: write-up and script