Edinburgh Research Explorer

Andreas Grothey

Senior Lecturer

  1. A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis

    Gondzio, J. & Grothey, A., 2008, In: Siam journal on optimization. 19, 3, p. 1184-1210 27 p.

    Research output: Contribution to journalArticlepeer-review

  2. A Structure Conveying Parallelizable Modeling Language for Mathematical Programming

    Grothey, A., Hogg, J., Woodsend, K., Colombo, M. & Gondzio, J., 2009, PARALLEL SCIENTIFIC COMPUTING AND OPTIMIZATION: ADVANCES AND APPLICATIONS. Ciegis, R., Henty, D., Kagstrom, B. & Zilinskas, J. (eds.). NEW YORK: Springer, p. 145-156 12 p.

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

  3. A decomposition-based warm-start method for stochastic programming

    Colombo, M. & Grothey, A., Jun 2013, In: Computational optimization and applications. 55, 2, p. 311-340 30 p.

    Research output: Contribution to journalArticlepeer-review

  4. A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems

    Schulze, T., Grothey, A. & McKinnon, K., 16 Aug 2017, In: European Journal of Operational Research. 261, 1, p. 247-259 13 p.

    Research output: Contribution to journalArticlepeer-review

  5. A structure-conveying modelling language for mathematical and stochastic programming

    Colombo, M., Grothey, A., Hogg, J., Woodsend, K. & Gondzio, J., Dec 2009, In: Mathematical Programming Computation. 1, 4, p. 223-247 25 p.

    Research output: Contribution to journalArticlepeer-review

  6. A warm-start approach for large-scale stochastic linear programs

    Colombo, M., Gondzio, J. & Grothey, A., Apr 2011, In: Mathematical programming. 127, 2, p. 371-397 27 p.

    Research output: Contribution to journalArticlepeer-review

  7. Alternative PV Bus Modelling with the Holomorphic Embedding Load Flow Method

    Wallace, I., Roberts, D., Grothey, A. & McKinnon, K., 1 Jul 2016, (Submitted) ArXiv, 11 p.

    Research output: Working paper

  8. Approximate dynamic programming with Bezier Curves/Surfaces for Top-percentile Traffic Routing

    Grothey, A. & Yang, X., 1 May 2012, In: European Journal of Operational Research. 218, 3, p. 698-707 10 p.

    Research output: Contribution to journalArticlepeer-review

  9. Asset liability management modelling with risk control by stochastic dominance

    Yang, X., Gondzio, J. & Grothey, A., 29 Mar 2011, Asset and Liability Management Handbook. Palgrave Macmillan, p. 110-138 29 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. MILP formulation for islanding of power networks

    McKinnon, K., Grothey, A., Trodden, P. & Bukhsh, W., 19 Mar 2012.

    Research output: Working paper

  21. MILP islanding of power networks by bus splitting

    Trodden, P., Buhksh, W., Grothey, A. & McKinnon, K., 2012, Power and Energy Society General Meeting, 2012 IEEE.

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

  22. Massively Parallel Asset and Liability Management

    Grothey, A., 2011, Euro-Par 2010 Parallel Processing Workshops. Guarracino, M., Vivien, F., Träff, J., Cannatoro, M., Danelutto, M., Hast, A., Perla, F., Knüpfer, A., Di Martino, B. & Alexander, M. (eds.). Springer-Verlag GmbH, Vol. 6586. p. 423-430 8 p. (Lecture Notes in Computer Science).

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

  23. Optimization based Islanding of power Networks using Piecewise Linear AC Power Flow

    Grothey, A., McKinnon, K., Trodden, P. & Bukhsh, W., May 2014, In: IEEE Transactions on Power Systems. 29, 3, p. 1212-1220 9 p.

    Research output: Contribution to journalArticlepeer-review

  24. PSMG-A Parallel Structured Model Generator for Mathematical Programming

    Grothey, A. & Qiang, F., Oct 2014, Optimization Online, 22 p.

    Research output: Working paper

  25. Parallel interior-point solver for structured quadratic programs: Application to financial planning problems

    Gondzio, J. & Grothey, A., 2007, In: Annals of Operations Research. 152, p. 319-339 21 p.

    Research output: Contribution to journalArticlepeer-review

  26. Reoptimization with the primal-dual interior point method

    Gondzio, J. & Grothey, A., 1 Jan 2003, In: Siam journal on optimization. 13, 3, p. 842-864 23 p.

    Research output: Contribution to journalArticlepeer-review

  27. Solving nonlinear financial planning problems with $10^9$ decision variables on Massively Parallel Architectures

    Gondzio, J. & Grothey, A., 2006, Computational Finance and its Applications II. Costantino, M. & Brebbia, C. A. (eds.). Vol. 43. (WIT Transactions on Modelling and Simulation; vol. 43).

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

  28. Solving nonlinear portfolio optimization problems with the primal-dual interior point method

    Gondzio, J. & Grothey, A., 2007, In: European Journal of Operational Research. 181, 3, p. 1019-1029

    Research output: Contribution to journalArticlepeer-review

  29. Solving security constrained optimal power flow problems by a structure exploiting interior point method

    Chiang, N-Y. & Grothey, A., Mar 2015, In: Optimization and engineering. 16, 1, p. 49-71 17 p.

    Research output: Contribution to journalArticlepeer-review

  30. Top-percentile traffic routing problem by dynamic programming

    Grothey, A. & Yang, X., Dec 2011, In: Optimization and engineering. 12, 4, p. 631-655 25 p.

    Research output: Contribution to journalArticlepeer-review