University of Colorado Denver University of Colorado Denver College of Liberal Arts and Sciences
Alexander Engau

Http: Faculty & Staff Directory

Email: Alexander [dot] Engau
[at] UCDenver [dot] edu

Phone: [+1] (303) 315-1719
Fax: [+1] (303) 315-1704

Office: SCB 4223
1201 Larimer Street
Denver, Colorado 80204

Mail: UCD Math & Stats
C Box 170, PO Box 173364
Denver, CO 80217-3364

Alexander Engau

(You may download my card for contact information only.)

Alexander Engau, Associate Professor

Research Interests

My key research focuses on mathematical optimization and applications in operations research with previous contributions to conic convex optimization and an ongoing interest in multicriteria optimization for decisions under uncertainty, economic and financial modeling in management and the engineering sciences, and analytics or large-scale data analysis.

Selected Publications

Below please find a list selected publications. In addition to any provided links, you may also contact me directly if you would like to receive reprints/preprints of any of my papers.

Refereed Journal Publications

  1. Engau, A., Definition and characterization of Geoffrion proper efficiency in real vector optimization with infinitely many criteria, Journal of Optimization Theory and Applications, May 2015, Volume 165, Issue 2, pp 439-457
  2. Engau, A., Moffatt, C., and Dyk, W., Multicriteria modeling and tradeoff analysis for oil load dispatch and hauling operations at Noble Energy, Optimization and Engineering, March 2015, Volume 16, Issue 1, pp 73-101
  3. Engau, A., Some experiences with solving semidefinite programming relaxations of binary quadratic optimization models in computational biology, Asia-Pacific Journal of Operational Research, August 2014, Volume 31, Issue 4
  4. Engau, A., Anjos, M., Bomze, I., Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem, Mathematical Methods of Operations Research, August 2013, Volume 78, Issue 1, pp 35-59
  5. Engau, A., Anjos, M., Vannelli, A., On handling cutting planes in interior-point methods for semidefinite relaxations of binary quadratic optimization problems, Optimization Methods and Software, 27(3):539-559, June 2012
  6. Engau, A., Anjos, M., Vannelli, A., An improved interior-point cutting-plane method for binary quadratic optimization, Electronic Notes on Discrete Mathematics, 36:743-750, July 2010
  7. Engau, A., Anjos, M., Vannelli, A., On interior-point warmstarts for linear and combinatorial optimization, SIAM Journal on Optimization, 20(4):1828-1861, February 2010
  8. Engau, A., Tradeoff-based decomposition and decision-making in multiobjective programming, European Journal of Operational Research, 199(3):883-891, December 2009
  9. Engau, A., Variable preference modeling with ideal-symmetric convex cones, Journal of Global Optimization, 42(2):295-311, October 2008
  10. Engau, A., and Wiecek, M.M., Interactive coordination of objective decompositions in multiobjective programming, Management Science, 54(7):1350-1363, July 2008
  11. Engau, A., Fadel, G.M., and Wiecek, M.M., A multiobjective decomposition-coordination framework with an application to vehicle layout and configuration design , Proceedings in Applied Mathematics and Mechanics, 7(1):2060039-2060040, December 2007
  12. Engau, A., and Wiecek, M.M., 2D decision making for multicriteria design optimization, Structural and Multidisciplinary Optimization, 34(4):301-315, October 2007
  13. Engau, A., and Wiecek, M.M., Cone characterizations of approximate solutions in real vector optimization, Journal of Optimization Theory and Applications, September 2007, Volume 134, Issue 3, pp 499-513
  14. Engau, A., and Wiecek, M.M., Exact generation of epsilon-efficient solutions in multiple objective programming, OR Spectrum, April 2007, Volume 29, Issue 2, pp 335-350
  15. Engau, A., and Wiecek, M.M., Generating epsilon-efficient solutions in multiobjective programming, European Journal of Operational Research, Volume 177, Issue 3, 16 March 2007, Pages 15661579

Refereed Book Chapters

  1. Engau, A., Recent Progress in Interior-Point Methods: Warm Starts and Cutting-Plane Methods, In: Anjos, M.F. and Lasserre, J. B. (Eds.), Handbook on Semidefinite, Conic and Polynomial Optimization, International Series in Operations Research and Management Science, vol. 166, ch. 17, pp. 471-498, Springer, 2012 (Nov 2011)
  2. Engau, A., Nonlinear Multiobjective Programming, In: Cochran, J.J. (Editor-in-Chief), Wiley Encyclopedia of Operations Research and Management Science, Vol. 5, pp. 3582-3612, March 2011
  3. Engau, A., Interactive Decomposition-Coordination Methods for Complex Decision Problems, In: Zopounidis, C. and Pardalos, P.M. (Eds.), Handbook of Multicriteria Analysis, Applied Optimization Series, Vol. 103, Part 3, pp. 329-365, 1st Edition, Springer, July 2010
  4. Engau, A., Anjos, M., Vannelli, A., A primal-dual slack approach to warmstarting interior-point methods for linear programming, In: Chinneck, J.W., Kristjansson, B., and Saltzman, M.J. (eds.), Operations Research and Cyber-Infrastructure, OR/CS Interfaces Series, Springer, pages 195-217, January 2009
  5. Engau, A., and Wiecek, M.M., Introducing nonpolyhedral cones to multiobjective programming, In: Barichard, V., Ehrgott, M., Gandibleux, X., T'Kindt, V. (eds.), Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications, Lecture Notes in Economics and Mathematical Systems, Springer, pages 35-45, January 2009
  6. Wiecek, M.M., Blouin, V.Y., Fadel, G.M., Engau, A., Hunt, B.J., and Singh, V., Multi-scenario multiobjective optimization with applications in engineering design, In: Barichard, V., et al. (eds.), Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications, LNEMS, Springer, pages 283-298, January 2009

Earlier Conference Proceedings

  1. Engau, A., Multiple return estimation for robust portfolio optimization, XIV Latin Ibero-American Congress on Operations Research (CLAIO 2008), Cartagena de Indias, Colombia, September 2008
  2. Wiecek, M.M., and Engau, A., Promoting epsilon-efficiency in multiple objective programming: Theory, methodology, and application, Annual International Conference of the German Operations Research Society (GOR06), Karlsruhe, Germany, September 2006 In: Waldmann, K.-H., and Stocker, U.M. (eds.), Operations Research Proceedings 2006, Springer: Berlin-Heidelberg, August 2007