We study combinatorial structures in large-scale mixed-integer (nonlinear) programming problems arising in gas network optimization. We propose a preprocessing strategy exploiting the observation that a large part of the combinatorial complexity arises in certain subnetworks. Our approach...

We present an adaptive grid refinement algorithm to solve probabilistic optimization problems with infinitely many random constraints. Using a bilevel approach, we iteratively aggregate inequalities that provide most information not in a geometric but in a probabilistic sense. This conceptual...

The knapsack problem is one of the simplest and most fundamental NP-hard problems in combinatorial optimization. We consider two knapsack problems which contain additional constraints in the form of directed graphs whose vertex set corresponds to the item set. In the one-neighbor knapsack...

We study the minimization of a spectral risk measure of the total discounted cost generated by a Markov Decision Process (MDP) over a finite or infinite planning horizon. The MDP is assumed to have Borel state and action spaces and the cost function may be unbounded above. The optimization...

The European gas market is organized as a so-called entry-exit system with the main goal to decouple transport and trading. To this end, gas traders and the transmission system operator (TSO) sign so-called booking contracts that grant capacity rights to traders to inject or withdraw gas at...