Andreas Grothey

Andreas Grothey

Senior Lecturer
School of Mathematics
The University of Edinburgh
The King’s Buildings
James Clerk Maxwell Building

Research Papers

  1. On the Effectiveness of Sequential Linear Programming for the Pooling Problem, (Authors: A. Grothey, K.I.M. McKinnon), accepted for publication in Annals of OR, 2022.
  2. Primal Heuristics for Dantzig-Wolfe Decomposition for Unit Commitment, (Authors: Nagisa Sugishita, Andreas Grothey, Ken McKinnon), on ArXiv, under review, 2022. [PDF]
  3. Use of a Neural Network to Warmstart Column Generation for Unit Commitment, (Authors: Nagisa Sugishita, Andreas Grothey, Ken McKinnon), on ArXiv, under review, 2022. [PDF]
  4. Network and Storage, (Authors: J. Marecek, F. L. Escudero, P. Gabrielli, F. Lacalandra, A. Soroudi,M. Mevissen, C. Josz, B. Ghaddar, A. Grothey, K. McKinnon, E. Crisostomi,and P. Ferraro), in Mathematical Optimization for Efficient and Robust Energy Networks, editors Natalia Selini Hadjidimitriou, Antonio Frangioni, Thorsten Koch, Andrea Lodi. Springer, 2021.
  5. Benders Decomposition with Adaptive Oracles for Large Scale Optimization, (Authors: N. Mazzi, A. Grothey, K.I.M. McKinnon, N. Sugishita), Mathematical Programming Computation, 13, 2021, pp 683 - 703.
  6. Optimizing the COVID-19 Intervention Policy in Scotland and the Case for Testing and Tracing, (Authors: A. Grothey, K.I.M. McKinnon), MedRxiv, 2020.
  7. A Stabilised Scenario Decomposition Algorithm Applied to Stochastic Unit Commitment Problems, (Authors: T. Schulze, A. Grothey, K.I.M. McKinnon), EJOR, 261, (1), 2017, pp 247 - 259.
  8. Alternative PV Bus Modelling with the Holomorphic Embedding Load Flow Method, (Authors: I. Wallace, D. Roberts, A. Grothey, K.I.M. McKinnon), ArXiv, 2016.
  9. Solving Security Constrained Optimal Power Flow Problems by a Structure Exploiting Interior Point Method, (Authors: N.-Y. Chiang, A. Grothey), Optimization and Engineering, 16, (1), 2015, pp 49-71.
  10. Exascale Challenges for Optization, (Authors: A. Grothey), SIAG/OPT News and Views, 23, (2), 2015. [PDF]
  11. Optimization based Islanding of Power Networks using Piecewise Linear AC Power Flow, (Authors: P.A. Trodden, W. A. Bukhsh, A. Grothey, K. I. M. McKinnon), IEEE Transactions on Power Systems, 29, (3), 2014, pp 1212 - 1220.
  12. PSMG-A Parallel Structured Model Generator for Mathematical Programming, (Authors: A. Grothey, F. Qiang), Optimization Online, 2014.
  13. MILP Formulation for controlled islanding of Power Networks, (Authors: P. A. Trodden, W. A. Bukhsh, A. Grothey, and K. I. M. McKinnon), International Journal of Electrical Power & Energy Systems, 45, (1), 2013, pp 501 - 508.
  14. A decomposition-based warm-start method for stochastic programming, (Authors: M. Colombo, A. Grothey), Computational Optimization and Applications, 55, (2), 2013, pp 311 - 340.
  15. Local Solutions of Optimal Power Flow, (Authors: W. A. Bukhsh, A. Grothey, K. I. M. McKinnon and P. A. Trodden), IEEE Transactions on Power Systems, 28, (4), 2013, pp 4780 - 4788.
  16. Controlled islanding as robust operator response under uncertainty, (Authors: P.A. Trodden, W. A. Bukhsh, A. Grothey, K. I. M. McKinnon), in Handbook of Risk Management in Energy Production and Trading, editors Raimund Kovacevic, Georg Pflug and Maria Teresa Vespucci. Springer, 2013.
  17. Solving the Top-Percentile Traffic Routing Problem by Approximate Dynamic Programming, (Authors: A. Grothey, Xinan Yang), IMA Journal of Management Mathematics, 23, (4), 2012, pp 413-434.
  18. Approximate dynamic programming with Bézier curves/surfaces for top-percentile traffic routing, (Authors: A. Grothey, Xinan Yang), European Journal of Operations Research, 218, 2012, pp 698 - 707.
  19. A Warm-Start Approach for Large-Scale Stochastic Linear Programs, (Authors: M. Colombo, J. Gondzio, A. Grothey), Mathematical Programming, 127, (2), 2011, pp 371 - 397.
  20. Massively Parallel Asset and Liability Management, (Authors: A. Grothey), in Mario Guarracino et al. (ed.), Euro-Par 2010 Parallel Processing Workshops, Lecture Notes in Computer Sciences, 6586, 2011, pp 423 - 430.
  21. Parallel branch and bound for global optimization with combination of Lipschitz bounds, (Authors: R. Paulaviçius, J. Žilinskas, A. Grothey), Optimization Methods and Software, 26, (3), 2011, pp 487 - 498.
  22. MILP islanding of power networks by bus splitting, (Authors: P. A. Trodden, W. A. Bukhsh, A. Grothey, and K. I. M. McKinnon), Technical Report ERGO-11-016, School of Mathematics, The University of Edinburgh, 2011.
  23. Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds, (Authors: R. Paulaviçius, J. Žilinskas, A. Grothey), Optimization Letters, 4, (2), 2010, pp 173-183.
  24. Asset-Liability Management Modelling with Risk Control by Stochastic Dominance, (Authors: Xi Yang, J. Gondzio, A. Grothey), Journal of Asset Management, 11, 2010, pp 73-93.
  25. Investigation of selection strategies in parallel branch and bound algorithm with simplicial partitions, (Authors: R. Paulaviçius, J. Žilinskas, A. Grothey), Proceedings of 2010 IEEE International Conference on Cluster Computing Workshops and Posters, 2010.
  26. A Structure-Conveying Parallelisable Modelling Language for Mathematical Programming, (Authors: A. Grothey, J. Hogg, K. Woodsend. M. Colombo, J. Gondzio), in R. Çiegis, D. Henty, B. Kågström, J. Žilinskas (eds.): Parallel Scientific Computing and Optimization: Advances and Applications, Springer, 2009.
  27. A Structure-Conveying Modelling Language for Mathematical and Stochastic Programming, (Authors: M. Colombo, A. Grothey, J. Hogg, K. Woodsend, J. Gondzio), Mathematical Programming Computation, 1, (4), 2009, pp 223-247.
  28. Top percentile traffic routing by Dynamic Programming, (Authors: A. Grothey, X. Yang), Technical Report ERGO-09-006, School of Mathematics, The University of Edinburgh, 2009.
  29. Exploiting Structure in Parallel Implementation of Interior Point Methods for Optimization, (Authors: J. Gondzio, A. Grothey), Computational Management Science, 6, (2), 2009, pp 135-160.
  30. Financial Applications: Parallel Portfolio Optimization, (Authors: A. Grothey), in R. Trobec, M. Vajtersic, P. Zinterhof (eds.): Parallel Computing: Numerics, Applications, and Trends, Springer, 2009.
  31. A multi-step interior point warm-start approach for large-scale stochastic linear programming, (Authors: M. Colombo, A. Grothey), Technical Report MS-09-007, School of Mathematics, The University of Edinburgh, 2009.
  32. A New Unblocking Technique to Warmstart Interior Point Methods based on Sensitivity Analysis, (Authors: J. Gondzio, A. Grothey), SIAM J. Optim., 19, (3), 2008, pp 1184-1210.
  33. Parallel Interior Point Solver for Structured Quadratic Programs: Application to Financial Planning Problems, (Authors: J. Gondzio, A. Grothey), Annals of Operations Research, 152, 2007, pp 319-339.
  34. Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method, (Authors: J. Gondzio, A. Grothey), European Journal of Operational Research, 181, 2007, pp 1019-1029.
  35. Direct Solution of Linear Systems of Size 109 Arising in Optimization with Interior Point Methods, (Authors: J. Gondzio, A. Grothey), in R. Wyrzykowski (ed.), Parallel Processing and Applied Mathematics, Lecture Notes in Computer Sciences 3911, 2006, pp 513 - 525.
  36. Solving Distribution Planning Problems with the Interior Point Method, (Authors: J. Gondzio, A. Grothey), Technical Report MS-06-001, School of Mathematics, The University of Edinburgh, 2006.
  37. Solving Nonlinear Financial Planning Problems with 109 Decision Variables on Massively Parallel Architectures, (Authors: J. Gondzio, A. Grothey), in M. Constantino, C.A. Brebbia (ed.), Computational Finance and its Applications II, WIT Transactions on Modelling and Simulation 43, 2006, pp 95 - 105.
  38. Re-optimization with the Primal-Dual Interior Point Method, (Authors: J. Gondzio, A. Grothey), SIAM J. Opt, 13, 2003, pp 842-864.
  39. A Second Order Trust Region Bundle Method for Nonconvex Nonsmooth Optimization, (Authors: A. Grothey), University of Edinburgh Report MS02-001, 2002.
  40. Decomposition Methods for Nonlinear Nonconvex Optimization Problems, (Authors: A. Grothey), PhD Thesis, University of Edinburgh, 2001.
  41. Decomposing the optimization of a gas lifted oil well network, (Authors: A.Grothey, K.I.M.McKinnon), University of Edinburgh Report MS00-005, 2000.
  42. A note on feasibility in Benders Decomposition, (Authors: A.Grothey, S.Leyffer, K.I.M.McKinnon), University of Dundee Report NA188, 1999.
  43. A Superlinearly Convergent Trust Region Bundle Method, (Authors: A.Grothey, K.I.M.McKinnon), University of Edinburgh Report MS98-015, 1998.
  44. Computing sparse Hessian and Jacobian approximations with optimal hereditary properties, (Authors: R.Fletcher, A.Grothey, S.Leyffer), Large-scale optimization with applications, Part II (Minneapolis, MN, 1995), IMA Vol. Math. Appl., 93, 1997, pp 37-52.