4 papers
Finding quadratic underestimators for optimal value functions of nonconvex all-quadratic problems via copositive optimization
Markus Gabl, Immanuel Bomze
Modeling parts of an optimization problem as an optimal value function that depends on a top-level decision variable is a regular occurrence in optimization and an essential ingred…
Concave tents: a new tool for constructing concave reformulations of a large class of nonconvex optimization problems
Markus Gabl
Optimizing a nonlinear function over nonconvex sets is challenging since solving convex relaxations may lead to substantial relaxation gaps and infeasible solutions that must be "r…
Sparse Conic Reformulation of Structured QCQPs based on Copositive Optimization with Applications in Stochastic Optimization
Markus Gabl
In an effort to develop an alternative approach to traditional sparse reformulations, we will provide a new type of convex reformulation of a large class of stochastic quadraticall…
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
Immanuel Bomze, Markus Gabl
In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations…