Martin Schmidt

Orcid: 0000-0001-6208-5677

Affiliations:
  • University of Trier, Department of Mathematics, Germany
  • University of Erlangen-Nuremberg, Department of Mathematics, Erlangen, Germany (former)


According to our database1, Martin Schmidt authored at least 75 papers between 2015 and 2024.

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Bibliography

2024
Robustification of the k-means clustering problem and tailored decomposition methods: when more conservative means more accurate.
Ann. Oper. Res., August, 2024

On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems.
Optim. Lett., June, 2024

A Consensus-Based Alternating Direction Method for Mixed-Integer and PDE-Constrained Gas Transport Problems.
INFORMS J. Comput., 2024

Exact and Heuristic Solution Techniques for Mixed-Integer Quantile Minimization Problems.
INFORMS J. Comput., 2024

2023
Exact methods for discrete ${\varGamma }$-robust interdiction problems with an application to the bilevel knapsack problem.
Math. Program. Comput., December, 2023

A survey on bilevel optimization under uncertainty.
Eur. J. Oper. Res., December, 2023

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., December, 2023

A Successive Linear Relaxation Method for MINLPs with Multivariate Lipschitz Continuous Nonlinearities.
J. Optim. Theory Appl., September, 2023

Mixed-integer programming techniques for the minimum sum-of-squares clustering problem.
J. Glob. Optim., September, 2023

On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level.
J. Optim. Theory Appl., July, 2023

Using neural networks to solve linear bilevel problems with unknown lower level.
Optim. Lett., June, 2023

Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium.
Optim. Methods Softw., January, 2023

Relax and penalize: a new bilevel approach to mixed-binary hyperparameter optimization.
CoRR, 2023

2022
Affinely Adjustable Robust Linear Complementarity Problems.
SIAM J. Optim., 2022

Γ-robust linear complementarity problems.
Optim. Methods Softw., 2022

The cost of not knowing enough: mixed-integer optimization with implicit Lipschitz nonlinearities.
Optim. Lett., 2022

A tractable multi-leader multi-follower peak-load-pricing model with strategic interaction.
Math. Program., 2022

A bilevel optimization approach to decide the feasibility of bookings in the European gas market.
Math. Methods Oper. Res., 2022

On linear bilevel optimization problems with complementarity-constrained lower levels.
J. Oper. Res. Soc., 2022

Global optimization for the multilevel European gas market system with nonlinear flow models on trees.
J. Glob. Optim., 2022

On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints.
J. Glob. Optim., 2022

Γ-robust linear complementarity problems with ellipsoidal uncertainty sets.
Int. Trans. Oper. Res., 2022

A Penalty Branch-and-Bound Method for Mixed Binary Linear Complementarity Problems.
INFORMS J. Comput., 2022

An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems.
INFORMS J. Comput., 2022

The cost of decoupling trade and transport in the European entry-exit gas market with linear physics modeling.
Eur. J. Oper. Res., 2022

A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems. Part II: Penalty Updates and Numerical Results.
Proceedings of the Operations Research Proceedings 2022: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), 2022

A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems. Part I: Key Ideas and a Fixed Parameter Setting.
Proceedings of the Operations Research Proceedings 2022: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), 2022

Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems.
Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2021
Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems.
SIAM J. Control. Optim., 2021

A robust approach for modeling limited observability in bilevel optimization.
Oper. Res. Lett., 2021

Closing the gap in linear bilevel optimization: a new valid primal-dual inequality.
Optim. Lett., 2021

Deciding feasibility of a booking in the European gas market on a cycle is in P for the case of passive networks.
Networks, 2021

Mixed-integer programming techniques for the connected max-k-cut problem.
Math. Program. Comput., 2021

Outer approximation for global optimization of mixed-integer quadratic bilevel problems.
Math. Program., 2021

Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method.
INFORMS J. Comput., 2021

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., 2021

The impact of neighboring markets on renewable locations, transmission expansion, and generation investment.
Eur. J. Oper. Res., 2021

Presolving linear bilevel optimization problems.
EURO J. Comput. Optim., 2021

A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization.
EURO J. Comput. Optim., 2021

Solving binary-constrained mixed complementarity problems using continuous reformulations.
Comput. Oper. Res., 2021

2020
A decomposition heuristic for mixed-integer supply chain problems.
Oper. Res. Lett., 2020

Technical Note - There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization.
Oper. Res., 2020

On electricity market equilibria with storage: Modeling, uniqueness, and a distributed ADMM.
Comput. Oper. Res., 2020

Optimization techniques for tree-structured nonlinear problems.
Comput. Manag. Sci., 2020

The impact of potential-based physics models on pricing in energy networks.
Central Eur. J. Oper. Res., 2020

Mixed-integer nonlinear optimization for district heating network expansion.
Autom., 2020

Computing technical capacities in the European entry-exit gas market is NP-hard.
Ann. Oper. Res., 2020

Structural properties of feasible bookings in the European entry-exit gas market system.
4OR, 2020

2019
Optimal price zones of electricity markets: a mixed-integer multilevel model and global solution approaches.
Optim. Methods Softw., 2019

Algorithmic results for potential-based flows: Easy and hard cases.
Networks, 2019

Computing feasible points for binary MINLPs with MPECs.
Math. Program. Comput., 2019

A decomposition method for MINLPs with Lipschitz continuous nonlinearities.
Math. Program., 2019

A multilevel model of the European entry-exit gas market.
Math. Methods Oper. Res., 2019

Nonconvex equilibrium models for gas market analysis: Failure of standard techniques and alternative modeling approaches.
Eur. J. Oper. Res., 2019

Complementarity-based nonlinear programming techniques for optimal mixing in gas networks.
EURO J. Comput. Optim., 2019

Global optimization of multilevel electricity market models including network design and graph partitioning.
Discret. Optim., 2019

Robust optimal discrete arc sizing for tree-shaped potential networks.
Comput. Optim. Appl., 2019

Optimierung von Versorgungsnetzen: Mathematische Modellierung und Lösungstechniken
Springer, ISBN: 978-3-662-58539-9, 2019

2018
Towards simulation based mixed-integer optimization with differential equations.
Networks, 2018

Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods.
INFORMS J. Comput., 2018

Uniqueness and multiplicity of market equilibria on DC power flow networks.
Eur. J. Oper. Res., 2018

MIP-based instantaneous control of mixed-integer PDE-constrained gas transport problems.
Comput. Optim. Appl., 2018

2017
Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps.
SIAM J. Optim., 2017

A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization.
INFORMS J. Comput., 2017

Uniqueness of market equilibrium on a network: A peak-load pricing approach.
Eur. J. Oper. Res., 2017

GasLib - A Library of Gas Network Instances.
Data, 2017

2016
Computational optimization of gas compressor stations: MINLP models versus continuous reformulations.
Math. Methods Oper. Res., 2016

Transmission and generation investment in electricity markets: The effects of market splitting and network fee regimes.
Eur. J. Oper. Res., 2016

2015
Validation of nominations in gas network optimization: models, methods, and solutions.
Optim. Methods Softw., 2015

Solving power-constrained gas transportation problems using an MIP-based alternating direction method.
Comput. Chem. Eng., 2015

Chapter 11: What does "feasible" mean?
Proceedings of the Evaluating Gas Network Capacities, 2015

Chapter 12: Computational results for validation of nominations.
Proceedings of the Evaluating Gas Network Capacities, 2015

Chapter 2: Physical and technical fundamentals of gas networks.
Proceedings of the Evaluating Gas Network Capacities, 2015

Chapter 10: The precise NLP model.
Proceedings of the Evaluating Gas Network Capacities, 2015

Chapter 9: An MPEC based heuristic.
Proceedings of the Evaluating Gas Network Capacities, 2015


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