Dr. Christian Füllner
- Office Hours: nach Vereinbarung
- Room: Blücherstraße
- Phone: +49 721 608-43725
- christian fuellner ∂ kit edu
Blücherstr. 17, Geb. 09.21
Research interests
- Stochastic Optimization
- Modeling and Optimization of Problems in the Energy Sector
- Deterministic Global Optimization
Publications
Journal papers
-
Christian Füllner and Steffen Rebennack
Stochastic Dual Dynamic Programming And Its Variants,
SIAM Review, accepted, 2024. -
Christian Füllner, Peter Kirst, Hendrik Otto and Steffen Rebennack
Feasibility verification and upper bound computation in global minimization using approximate active index sets
INFORMS Journal on Computing, 2024 -
Christian Füllner and Steffen Rebennack
Non-convex Nested Benders Decomposition
Mathematical Programming 196: 987-1024, 2022
Open Access -
Christian Füllner, Peter Kirst, and Oliver Stein
Convergent upper bounds in global minimization with nonlinear equality constraints
Mathematical Programming 187(1): 617-651, 2021
Open Access
Preprints
-
Christian Füllner, X. Andy Sun and Steffen Rebennack
A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming, 2024 -
Christian Füllner, X. Andy Sun and Steffen Rebennack
On Lipschitz regularization and Lagrangian cuts in multistage stochastic mixed-integer linear programming, 2024
Book chapters
-
Christian Füllner, Shixuan Zhang, Steffen Rebennack and Xu Andy Sun
Stochastic Dual Dynamic Integer Programming (SDDiP)
in "Encyclopedia of Optimization", edited by Panos M. Pardalos and Oleg A. Prokopyev, Springer -
Christian Füllner and Steffen Rebennack
Stochastic Dual Dynamic Programming (SDDP),
in "Encyclopedia of Optimization", edited by Panos M. Pardalos and Oleg A. Prokopyev, Springer
Dissertation
-
Christian Füllner, On approximating non-convex value functions in stochastic dual dynamic programming and related decomposition methods, Karlsruhe Institute ofTechnology, 2024
Presentations
- European Conference on Stochastic Optimization - Computational Management Science, Stockholm (Sweden), 2024
Nonlinear cut-sharing in SDDP for log-linear autoregressive uncertainty
- XVI International Conference on Stochastic Programming, Davis (USA), 2023
Recent advances for Lagrangian cuts in multistage stochastic mixed-integer programming
- International Conference on Operations Research (OR 2022), Karlsruhe (Germany), 2022
A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming
- European Conference on Stochastic Optimization - Computational Management Science, Venice (Italy), 2022
A new framework to generate Lagrangian cuts in multistage stochastic mixed-integer programming
- International Conference on Operations Research (OR 2021), Bern (Switzerland), 2021
Non-convex nested Benders decomposition
- 31st European Conference on Operational Research, Athen (Greece), 2021
Non-convex nested Benders decomposition
- Uncertainty Workshop 2019, St. Martin (Germany), 2019
Cut-sharing in stochastic dual dynamic programming
- XV International Conference on Stochastic Programming, Trondheim (Norway), 2019
Cut-sharing in stochastic dual dynamic programming
- IFIP TC 7 Coference on System Modelling and Optimization, Essen (Germany), 2018
Cut-sharing in stochastic dual dynamic programming
- 23rd International Symposium on Mathematical Programming, Bordeaux (France), 2018
Convergent upper bounds in global minimization with nonlinear equality constraints
Curriculum vitae (short version)
08/24 - | PostDoc at the Institute of Operations Research (IOR), Chair of Stochastic Optimization |
10/21 - 12/21 | Research Visit at Georgia Institute of Technology, Atlanta, USA |
09/17 - 06/24 | PhD Student at the Institute of Operations Research (IOR), Chair of Stochastic Optimization |
09/17 - 02/24 | Research Associate at the Institute of Operations Research (IOR), Chair of Stochastic Optimization |
10/14 - 07/17 |
Industrial Engineering and Management at the Karlsruhe Institute of Technology (KIT), Degree: M.Sc., (with distinction) Master's thesis: "Deterministic Upper Bounds in Global Minimization with Nonlinear Equality Constraints", Supervisor: Prof. Dr. Oliver Stein |
10/11 - 10/14 | Industrial Engineering and Management at the Karlsruhe Institute of Technology (KIT), Degree: B.Sc. |
title | type | semester |
---|---|---|
Übungen zu Optimierungsansätze unter Unsicherheit | Übung (Ü) | WS 23/24 |
Übung zur Einführung in die Stochastische Optimierung | Übung (Ü) | SS 2023 |
Übung zu Advanced Stochastic Optimization | exercise | WS 22/23 |
Optimierungsansätze unter Unsicherheit | exercise | WS 22/23 |
Optimierungsansätze unter Unsicherheit | tutorial | WS 20/21 |
Optimierungsansätze unter Unsicherheit | tutorial | WS 19/20 |
Optimierungsansätze unter Unsicherheit | tutorial | WS 18/19 |
Optimierungsansätze unter Unsicherheit | tutorial | WS 17/18 |