Lagrangian relaxation is often an efficient tool to solve (large-scale) optimization problems,
even nonconvex. However it introduces a duality gap, which should be small for the method …

This work was completed during my tenure as a scientific assistant and d-toral student at the
Institute for Operations Research at the University of St. Gallen. During that time, I was …

In this contribution we present an online scheduling algorithm for a real world multiproduct
batch plant, which includes an explicit representation of uncertainties. An ideal online …

Stochastic programming (SP) brings together models of optimum resource allocation and
models of randomness and thereby creates a robust decision-making framework. The …

We consider an electricity generator making offers of energy into an electricity pool market
over a horizon of several trading periods (typically a single trading day). The generator runs …

We consider an electricity generator with a single generating unit making offers of energy
into an electricity pool market. For a given time period, it must submit to the pool system …

This book was written during my time as research and teaching assistant at the Department
of Economics at the University of Hohenheim, Germany; it was accepted as dissertation at …

Este trabajo describe un nuevo método para la determinación de los factores de
penalización durante el despacho económico de carga, teniendo en cuenta la pérdidas en …

Este trabajo describe un nuevo método para la determinación de los factores de
penalización durante el despacho económico de carga, teniendo en cuenta la pérdidas en …