We are concerned with the simulation and optimization of large-scale gas pipeline systems in an error-controlled environment. The gas flow dynamics is locally approximated by sufficiently accurate physical models taken from a hierarchy of decreasing complexity and varying over time. Feasible...

The proof of convergence of adaptive discretization-based algorithms for semi-infinite programs (SIPs) usually relies on compact host sets for the upper- and lower-level variables. This assumption is violated in some applications, and we show that indeed convergence problems can arise when...

A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision...

Novel methods for contingency analysis of gas transport networks are presented. They are motivated by the transition of our energy system where hydrogen plays a growing role. The novel methods are based on a specific method for topological reduction and so-called supernodes. Stationary Euler...

This article introduces the new class of continuous set covering problems. These optimization problems result, among others, from product portfolio design tasks with products depending continuously on design parameters and the requirement that the product portfolio satisfies customer...

It is well known that linear prices supporting a competitive equilibrium exist in the case of convex markets, however, in the presence of integralities this is open and hard to decide in general. We present necessary and sufficient conditions for the existence of such prices for decentralized...

We consider a portfolio optimization problem for a utility maximizing investor who is simultaneously restricted by convex constraints on portfolio allocation and upper and lower bounds on terminal wealth. After introducing a capped version of the Legendre–Fenchel-transformation, we use it to...