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Research

Research

Our research interests are in applied mathematical optimization, specifically in developing robust and efficient algorithms and software for important classes of large-scale problems from business and industry. Previous work includes direct SQP interior point methods for nonlinear trajectory optimization, mainly in robotics and aerospace applications. Currently the emphasis is on optimization of nonlinear network flows with applications in gas distribution and water management, and on multistage stochastic programming with applications in computational finance, energy, and process engineering.

Projects

Completed

  • 03/2013 – 10/2015 E-Gas
    Optimizing Compressor Operation in the Natural Gas Infrastructure for Storage of Renewable Energy
    TU Clausthal
  • 01/2009 – 06/2013 ForNe
    Optimization of Gas Transport Networks
    Open Grid Europe; HU Berlin, WIAS Berlin, TU Braunschweig, TU Darmstadt, U Duisburg-Essen, U Erlangen-Nürnberg, ZIB
  • 07/2009 – 06/2012 TKGN
    Technical Capacities of Gas Networks
    Open Grid Europe, BNetzA; HU Berlin, TU Braunschweig, TU Darmstadt, U Duisburg-Essen, U Erlangen-Nürnberg, ZIB
  • 10/2007 – 06/2010 Crystal
    Optimization for Advanced Materials Analysis
    PANalytical
  • 08/2007 – 12/2008
    Asset-Liability-Management under Regime-Switching
    U St. Gallen
  • 04/2006 – 03/2008 SewerNetOpt
    Optimal Control of Sewer Networks
    BWB, KWB; ZIB

Completed at FHV

  • 05/2006 – 09/2006
    (confidental)
    BASF
  • 09/2005 – 08/2008 PortMaSt
    Portfolio Management for Electricity Suppliers
    VKW; U St. Gallen

 Completed at ZIB

  • 01/2003 – 12/2004 WaterNetOpt
    Operative Planning in Berlin's Drinking Water Network
    ABB, BWB
  • 01/2001 – 12/2003 GasNetOpt
    Nonlinear Optimization in Gas Networks
    Ruhrgas, PSI; TU Darmstadt, U Duisburg-Essen
  • 12/1999 – 11/2001 StochProcCtrl
    Stochastic Process Control
    TU Berlin, WIAS Berlin
  • 05/1999 – 02/2000
    Transient Technical Optimization in Gas Networks
    Ruhrgas
  • 06/1998 – 12/2005 OptInvest
    Dynamic Portfolio Optimization
    U St. Gallen