We consider a nonconvex mixed-integer nonlinear programming (MINLP) model proposed by Goldberg et al. (Comput Optim Appl 58:523–541, 2014. https://doi.org/10.1007/s10589-014-9647-y) for piecewise linear function fitting. We show that this MINLP model is incomplete and can result in a piecewise...

The design of regression models that are not affected by outliers is an important task which has been subject of numerous papers within the statistics community for the last decades. Prominent examples of robust regression models are least trimmed squares (LTS), where the k largest squared...

We discuss stochastic optimization problems under distributional ambiguity. The distributional uncertainty is captured by considering an entire family of distributions. Because we assume the existence of data, we can consider confidence regions for the different estimators of the parameters of...

The investment decisions of energy-intensive consumers can alter the balance of supply and demand in an electricity market. In particular, they can increase the market power of incumbent generators such that prices may increase as a consequence of their investments. Whilst it is therefore...