Dr. Markus Gabl

  • Geb. 09.21

Office hours

By appointment

Research interests

  • Quadratic Optimization
  • Conic Optimization
  • Optimization under Uncertainty

Publications

  • I. Bomze and M. Gabl
    Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty 
    SIAM Journal on Optimization (2021).

  • I. Bomze and M. Gabl
    Interplay of non-convex quadratically constrained quadratic problems with adjustable robust optimization
    Mathematical Methods of Operations Research (2021) (Best Paper Award 2020).

  • I. Bomze, M. Gabl, F. Maggioni, and G. Pflug
    Two-stage Stochastic Standard Quadratic Optimization
    European Journal of Operations Research (2021)

  • I. Bomze and M. Gabl
    Optimization under uncertainty and risc: Quadratic and copositive approaches                                                                                     European Journal of Operations Research (2022)

Curriculum vitae (short version)

since 11/21 Research Associate at the Institute of Operations Research (IOR), Chair of Stochastic Optimization
10/16 - 04/21

Ph.D. in the Department of Statistics and Operations Research, Vienna Graduate School on Computational Optimization (VGSCO)
Thesis: Conic and quadratic optimization tools for optimization under uncertainty

03/14 - 03/16 Business and Administration (Msc), University of Vienna
Previous courses