R
Rüdiger Schultz
Researcher at University of Duisburg-Essen
Publications - 114
Citations - 3759
Rüdiger Schultz is an academic researcher from University of Duisburg-Essen. The author has contributed to research in topics: Stochastic programming & Integer programming. The author has an hindex of 32, co-authored 114 publications receiving 3536 citations. Previous affiliations of Rüdiger Schultz include Zuse Institute Berlin & University of Duisburg.
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Journal ArticleDOI
Dual decomposition in stochastic integer programming
Claus C. Carøe,Rüdiger Schultz +1 more
TL;DR: An algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation, which can be applied to multi-stage problems with mixed-integer variables in each time stage.
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Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
TL;DR: This paper considers Conditional Value-at-Risk as risk measure in the framework of two-stage stochastic integer programming, and presents an explicit mixed-integer linear programming formulation of the problem when the probability distribution is discrete and finite.
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Stochastic programming with integer variables
TL;DR: This work identifies corresponding two- and multi-stage stochastic integer programs that are large-scale block-structured mixed-integer linear programs if the underlying probability distributions are discrete.
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Two-stage stochastic integer programming : a survey
TL;DR: Stochastic integer programming is more complicated than stochastic linear programming, as will be explained for the case of the two-staged Stochastic Programming model in this article, and a survey of the results accomplished in this recent field of research is given.
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Validation of nominations in gas network optimization: models, methods, and solutions
Marc E. Pfetsch,Armin Fügenschuh,Björn Geißler,Nina Geißler,Ralf Gollmer,Benjamin Hiller,Jesco Humpola,Thorsten Koch,Thomas Lehmann,Alex Martin,Antonio Morsi,Jessica Rövekamp,Lars Schewe,Martin Schmidt,Rüdiger Schultz,Robert Schwarz,Jonas Schweiger,Claudia Stangl,Marc C. Steinbach,Stefan Vigerske,Bernhard M. Willert +20 more
TL;DR: This article investigates methods to solve a fundamental task in gas transportation, namely the validation of nomination problem, and describes a two-stage approach to solve the resulting complex and numerically difficult nonconvex mixedinteger nonlinear feasibility problem.