Dr.rer.nat. Sarah Drewes  Mail: drewes (at) mathematik.tu-darmstadt.de   Office: S4|10/ 126, Dolivostraße 15             D-64289 Darmstadt  Phone: +49-6151- 16 - 2887

Research Interests:

•  Mixed Integer Nonlinear Programming 
•  Second Order Cone Programming
•  Applications in Telecommunications, Signal Processing and  Finance 

Talks:

• June, 2011:  Cover Inequalities for Mixed-01 Nonlinear Programming, 2011 Mixed Integer Programming Workshop, Waterloo, Canada  
• May, 2011: Maximizing expected utility in the presence of discrete decisions, SIAM Conference on Optimization, Darmstadt, Germany

• April, 2011: Methods to solve Mixed Integer Second Order Cone Programming Problems, Industrial Engineering & Operations Research Seminar, University of California, Berkeley, USA
• April, 2011: Exploiting structure in outer approximation based approaches for SOCP, Algebra and Discrete Mathematics Seminar, University of California, Davis, USA
• July, 2010: A cutting-plane framework for weakly-coupled mixed 0/1 second order cone programs, 24th European Conference on Operational Research, Lisbon, Portugal
• March, 2010: Cutting-planes for weakly coupled 0/1 second order cone programs,International Symposium on Combinatorial Optimization, Hammamet, Tunesia
• August, 2009: Mixed integer second order cone programming, International Symposium on Mathematical Programming, Chicago, USA
• June, 2009: Mixed integer second order cone programming, Mathematical Programming Seminar, Center for Operations Research and Econometrics, Universite catholique de Louvain, Louvain-la-Neuve, Belgium
• March, 2009: Mixed-Integer Second-order Cone Programming,Spring Workshop on Computational Issues in Mixed Integer Nonlinear Programming, Institut de Mathématiques de Bordeaux (IMB), Université Bordeaux 1, Bordeaux, France
• November, 2008: Mixed-Integer Second-order Cone Programming, IMA Hot Topics Workshop on Mixed-Integer Nonlinear Optimization: Algorithmic Advances and Applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA
• May, 2008: A Branch-and-cut method for Mixed-0-1 Second-order Cone Programming,SIAM Conference on Optimization, Boston, MA, USA
• September, 2007: A Branch-and-cut method for Mixed-0-1 Second-order Cone Programming,13th Czech-French-German Conference on Optimization, Heidelberg, Germany

Posters:

• July, 2010: Cutting-planes for a special class of mixed 0/1 second order cone programs, 2010 Mixed Integer Programming Workshop, Atlanta, USA

PhD Thesis: 

     Mixed Integer Second Order Cone Programming, Technische Universität Darmstadt 2009, Verlag Dr. Hut [ pdf ]  

    Advisor: Prof. Dr. Stefan Ulbrich

Publications:

• I. Tosic, S.Drewes, Learning joint intensity-depth sparse representations, submitted (2012), available at [arxiv.org]
• Y. Cheng, S. Drewes, A. Philipp, and M. Pesavento, Joint Network Optimization and Beamforming for Coordinated Multi-point Transmission using Mixed Integer Programming accepted at IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP'12), Kyoto, Japan, March 2012
• S. Drewes, S. Ulbrich, Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming, Mixed Integer Nonlinear Programming, Springer Series: The IMA Volumes in Mathematics and its Applications, 2012, Volume 154, Part 1, 41-59 (J. Lee, S. Leyffer eds.)
• S. Drewes, S. Pokutta, Symmetry-exploiting cuts for a class of mixed-0/1 second order cone programs, submitted (2011), available at  [Optimization Online]
• S. Drewes, S. Pokutta. Geometric mean maximization in the presence of discrete decisions, accepted at the 23rd Australasian Finance and Banking Conference (2010) [SSRN]
• S. Drewes, S. Pokutta, Cutting-planes for weakly-coupled 0/1 second order cone programs, Electronic Notes in Discrete Mathematics, 36 (2010), 735--742 [pdf]

Data Sets:       

• MISOCP Instances

 Teaching:

• Spring 2011 (UC Berkeley, CA, USA): Lecturer for Computational Optimization at the Department for Industrial Engineering and Operations Research
• Fall 2010 (UC Berkeley, CA, USA): Lecturer for Linear Progamming at the Department for Industrial Engineering and Operations Research
• Summer 2010 (TU Darmstadt): Assistance for lecture Mathematik IV für ET /Mathematik III für Inf.Bsc (Numerics and Statistics for Electrical Engineering and Computer Science)
• Winter 2009/10 (TU Darmstadt, Germany): Assistance for lecture Mathematik III für MB/WI-MB (Differential Equations for Mechanical and Industrial Engineering) 
• Summer 2009 (TU Darmstadt, Germany): Assistance for lecture Mathematik IV für ET /Mathematik III für Inf.Bsc (Numerics and Statistics for Electrical Engineering and Computer Science)
  
• Winter 2008/09 (TU Darmstadt, Germany): Assistance for lecture Einführung in die Optimierung (Introduction to Mathematical Optimization)
• Summer 2008 (TU Darmstadt, Germany): Assistance for lecture  Mathematik IV für ETiT, iKT, EPE/ Mathematik III für Inf.Bsc (Numerics and Statistics for Electrical Engineering and Computer Science)  
•  Winter 2007/08 (TU Darmstadt, Germany): Assistance for lecture  Mathematik I für ETiT, iKT, EPE (Calculus for Electrical Engineering)  
•  Summer 2007 (TU Darmstadt, Germany): Assistance for lecture  Mathematik IV für ETiT, iKT, EPE/ Mathematik III für Inf.Bsc (Numerics and Statistics for Electrical Engineering and Computer Science)  
•  Winter 2006/07 (TU Darmstadt, Germany): Assistance for lecture  Mathematik I für BI, MaWi und Geowiss.(Calculus and Analytical Geometry for Civil Engineering)
•  Summer 2006 (TU Darmstadt, Germany): Assistance for lecture  Mathematik IV für ETiT, iKT, EPE/ Mathematik III für Inf.Bsc (Numerics and Statistics for Electrical Engineering and Computer Science)  
•  Winter 2005/06 (TU Darmstadt, Germany): Assistance for lecture  Nichtlineare Optimierung (Opt. III)(Nonlinear Optimization)
•  Summer 2005 (TU Darmstadt, Germany): Assistance for lecture  Mathematik IV für ET (Numerics and Statistics for Electrical Engineering)