Edinburgh Research Explorer

Andreas Grothey

Senior Lecturer

  1. Asset-liability management modelling with risk control by stochastic dominance

    Yang, X., Gondzio, J. & Grothey, A., Jun 2010, In: Journal of Asset Management. 11, 2-3, p. 73-93

    Research output: Contribution to journalArticlepeer-review

  2. Controlled islanding as robust operator response under uncertainty

    Grothey, A., McKinnon, K., Trodden, P. & Bukhsh, W., 1 Nov 2013, Handbook of Risk Management in Energy Production and Trading. Pflug, G. C., Kovacevic, R. & Vespucci, M. T. (eds.). Springer, Vol. 199. p. 203 230 p. ( International Series in Operations Research & Management Science; vol. 199).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  3. Direct solution of linear systems of size $10^9$ arising in optimization with interior point methods

    Gondzio, J. & Grothey, A., 2006, Parallel Processing and Applied Mathematics PPAM 2005. Wyrzykowski, R., Dongarra, J., Meyer, N. & Wasniewski, J. (eds.). Springer-Verlag GmbH, Vol. 3911. p. 513-525 (Lecture Notes in Computer Science; vol. 3911).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  4. Direct solution of linear systems of size 109 arising in optimization with interior point methods

    Gondzio, J. & Grothey, A., 14 Jul 2006, Parallel Processing and Applied Mathematics - 6th International Conference, PPAM 2005, Revised Selected Papers. p. 513-525 13 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 3911 LNCS).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  5. Exploiting structure in parallel implementation of interior point methods for optimization,

    Gondzio, J. & Grothey, A., 2009, In: Computational Management Science. 6, p. 135-160

    Research output: Contribution to journalArticlepeer-review

  6. Financial Applications: Parallel Portfolio Optimization

    Grothey, A., 2009, Parallel Computing. Trobec, R., Vajteršic, M. & Zinterhof, P. (eds.). Springer London, p. 435-469 35 p.

    Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

  7. Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds

    Paulavicius, R., Zilinskas, J. & Grothey, A., May 2010, In: Optimization letters. 4, 2, p. 173-183 11 p.

    Research output: Contribution to journalArticlepeer-review

  8. Investigation of selection strategies in parallel branch and bound algorithm with simplicial partitions

    Zilinskas, J., Paulavicius, R. & Grothey, A., 28 Oct 2010, Cluster Computing Workshops and Posters (CLUSTER WORKSHOPS). p. 1-6 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  9. Local solutions of the optimal power flow problem

    Bukhsh, W., Grothey, A., McKinnon, K. & Trodden, P., Nov 2013, In: IEEE Transactions on Power Systems. 28, 4, p. 4780-4788

    Research output: Contribution to journalArticlepeer-review

  10. MILP formulation for controlled islanding of power networks

    Trodden, P. A., Bukhsh, W. A., Grothey, A. & McKinnon, K. I. M., Feb 2013, In: International Journal of Electrical Power & Energy Systems. 45, 1, p. 501-508 8 p.

    Research output: Contribution to journalArticlepeer-review