RNDr. Michal Červinka, Ph.D.

research fellow

Michal Červinka
cervinka@utia.cas.cz 266052345
Department: Department of Decision-Making Theory
Research interests: nonconvex, nonlinear optimization, equilibrium modeling in finance and energy economics

Biography

Publication list

Michal Červinka has focused on new applications of recent advances in nonlinear optimization and equilibrium modeling in finance and energy economics. His main research topics in recent years include the development of new tools for stability analysis of stationarity points and solutions to mathematical programming problems with disjunctive structure, developing new solution approaches, and modifying existing numerical methods to particular structures of issues arising from various economics and finance applications. 

Academic Experience:

  • 1/2016 - present: research fellow at the Academy of Sciences of the Czech Republic, Institute of Information Theory and Automation, Department of Mathematical Decision-Making Theory
  • 10/2009 - present: Assistant Professor/Senior Lecturer at Charles University in Prague, Institute of Economic Studies, Faculty of Social Sciences
    • Teaching Modules - Introductory Statistics, Statistics, Topics in Statistics, Bachelor Thesis Seminar I and II
  • 6/2005 - 12/2015: research assistant at Academy of Sciences of the Czech Republic, Institute of Information Theory and Automation, Department of Mathematical Decision-Making Theory (5/2005 - 8/2008 PhD student, 9/2009 - 12/2013 post-doc)

Education:

  • 10/2003 - 9/2008 PhD in Mathematics at Charles University in Prague, Faculty of Mathematics and Physics Specialization: Econometrics and Operations Research Advisor: Doc. Ing,. Jiří Outrata, DrSc.
  • 10/2003 - 6/2006 Bc (BSc equivalent) in Economics at Charles University in Prague, Faculty of Social Sciences Study program: Bachelor in Economic Theories
  • 10/1998 - 6/2003 Mgr. (MSc. equivalent) in Mathematics, RNDr. at Charles University in Prague, Faculty of Mathematics and Physics Study program: Master in Mathematics, Specialization: Econometrics

Research Visits:

Teaching Experience:

  • 2019, 2022, 2024 Lectures of doctoral course Advanced Topics of the Field - Chapters on Modern Optimization Theory and Equilibria; Faculty of Mathematics and Physics, Charles University in Prague; in Czech/English
  • 2015 - 2022: Bachelor Thesis Seminar I, II; Faculty of Social Sciences, Charles University in Prague; in Czech and English
  • 2014 - present: Lectures of bachelor course Introductory Statistics,; Faculty of Social Sciences, Charles University in Prague; in English
  • 2014: Lectures of doctoral course Chapters on Modern Optimization and Equilibria; Faculty of Mathematics and Physics, Charles University in Prague; in Czech/English
  • 2012 - 2015: Lectures of bachelor course Topics in Statistics; Faculty of Social Sciences, Charles University in Prague; in English
  • 2009 - present: Lectures of bachelor course Statistics; Faculty of Social Sciences, Charles University in Prague; in English
  • 2006 - 2011: Tutorial classes of bachelor courses Econometrics I, II; Faculty of Social Sciences, Charles University in Prague; in Czech
  • 2004 - 2006: Tutorial classes of bachelor courses Optimization I, Introductory Optimization; Faculty of Mathematics and Physics, Charles University in Prague; in Czech
  • 2004 - 2005: Tutorial classes of bachelor courses Probability Theory and Mathematical Statistics I, II; Faculty of Social Sciences, Charles University in Prague; in Czech

Theses Supervision Experience:

  • Current Ph.D. students
    • Veronika Borůvková (2019 -present, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University and UTIA).
  • 5 Master theses, 33 Bachelor theses (till December 2024)

Grant Projects at UTIA:

  • 2021 - 2024: GACR 21-07494S Efficiency of Carbon Reduction Policies
  • 2018 - 2020: GAČR 18-04145S Utilization of Stochastic Optimization and Equilibrium Models in Portfolio Selection and Energy Finance (principal investigator)
  • 2015 - 2017: GAČR 15-00735S Stability analysis of optima and equilibria in economics
  • 2012 - 2014: GAČR 402/12/1309 A Multivalued Approach to Optima and Equilibria in Economics
  • 2009 - 2011: GAČR 201/09/1957 Development of methods for solving large-scale nonlinear programming and nonsmooth optimization methods
  • 2005 - 2008: GA AV A1030405 Development of a programming system for solving large-scale nonlinear and nonsmooth optimization problems

Academic Community membership

  • 2022 - present: Academy Assembly member (UTIA)
  • 2024 - present: Council of Higher Education Institutions member (FSV UK)

Journal articles

  1. Benko M., Červinka Michal, Hoheisel T.: Sufficient Conditions for Metric Subregularity of Constraint Systems with Applications to Disjunctive and Ortho-Disjunctive Programs, Set-Valued and Variational Analysis 30 1 (2022), p. 143-177 Download Download DOI: 10.1007/s11228-020-00569-7 [2022]
  2. Branda Martin, Bucher M., Červinka Michal, Schwartz A.: Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization, Computational Optimization and Applications 70 2 (2018), p. 503-530 Download DOI: 10.1007/s10589-018-9985-2 [2018]
  3. Červinka Michal, Kanzow Ch., Schwartz A.: Constraint qualifications and optimality conditions for optimization problems with cardinality constraints, Mathematical Programming 160 1 (2016), p. 353-377 Download DOI: 10.1007/s10107-016-0986-6 [2016]
  4. Červinka Michal: A note on stability of stationary points in mathematical programs with generalized complementarity constraints, Optimization 65 5 (2016), p. 1049-1060 Download DOI: 10.1080/02331934.2015.1107560 [2016]
  5. Outrata Jiří, Ferris M.C., Červinka Michal, Outrata M.: On Cournot-Nash-Walras Equilibria and Their Computation, Set-Valued and Variational Analysis 24 3 (2016), p. 387-402 Download DOI: 10.1007/s11228-016-0377-4 [2016]
  6. Aussel D., Červinka Michal, Marechal M.: Deregulated electricity markets with thermal losses and production bounds: models and optimality conditions, R A I R O - Operations Research 50 1 (2016), p. 19-38 DOI: 10.1051/ro/2015009 [2016]
  7. Adam Lukáš, Červinka Michal, Pištěk Miroslav: Normally Admissible Stratifications and Calculation of Normal Cones to a Finite Union of Polyhedral Sets, Set-Valued and Variational Analysis 24 2 (2016), p. 207-229 Download DOI: 10.1007/s11228-015-0325-8 [2016]
  8. Červinka Michal, Outrata Jiří, Pištěk Miroslav: On Stability of M-stationary Points in MPCCs, Set-Valued and Variational Analysis 22 3 (2014), p. 575-595 Download DOI: 10.1007/s11228-014-0278-3 [2014]
  9. Červinka Michal, Matonoha Ctirad, Outrata Jiří: On the computation of relaxed pessimistic solutions to MPECs, Optimization Methods & Software 28 1 (2013), p. 186-206 DOI: 10.1080/10556788.2011.627585 [2013]
  10. Červinka Michal: On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method, Kybernetika 2010 4 (2010), p. 730-753 Download [2010]
  11. Outrata Jiří, Červinka Michal: On the implicit programming approach in a class of mathematical programs with equilibrium constraints, Control and Cybernetics 38, p. 1557-1574 Download [2009]
  12. Mordukhovich B. S., Outrata Jiří, Červinka Michal: Equilibrium problems with complementarity constraints: case study with applications to oligopolistic markets, Optimization 56 4 (2007), p. 479-494 [2007]
  13. Červinka Michal: A note on existence of mixed solutions to equilibrium problems with equilibrium constraints, Bulletin of the Czech Econometric Society 2007 24 (2007), p. 27-44 [2007]
  14. Červinka Michal: A numerical approach to weak Pareto solutions to equilibrium problems with equilibrium constraints, Journal of Electrical Engineering - Elektrotechnický časopis 57 7 (2006), p. 14-17 [2006]

Other publications

  1. Červinka Michal: Variational Analysis and Its Applications, MatfyzPress (Praha, 2019) Download [2019]
  2. Červinka Michal, Rueckmann J.-J., Stein O.: Optimization, Volume 68, Issue 2-3 (2019) 11th International Conference on Parametric Optimization and Related Topics (paraoptxi), Taylor & Francis (London, 2019) Download DOI: 10.1080/02331934.2019.1584715 [2019]
  3. Aussel D., Červinka Michal, Henrion R., Pištěk Miroslav: Alternative Formulation of Pay-as-clear Auction in Electricity Markets, ÚTIA AV ČR v.v.i (Praha, 2017) [2017]
  4. Červinka Michal, Kratochvíl Václav: Parametric Optimization and Related Topics XI, MatfyzPress (Praha, 2017) Download [2017]
  5. Branda Martin, Červinka Michal, Schwartz A.: Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i. (Praha, 2016) Download [2016]
  6. Červinka Michal: Variational Analysis and Its Applications, MATFYZPRESS (Praha, 2015) [2015]
  7. Červinka Michal: Variational Analysis and its applications, MATFYZPRESS (Praha, 2012) [2012]
  8. Červinka Michal, Matonoha Ctirad, Outrata Jiří: On the computation of relaxed pessimistic solutions to MPECs (revised version), ICS AS CR (Prague, 2010) [2010]
  9. Červinka Michal, Matonoha Ctirad, Outrata Jiří: On the Computation of Relaxed Pessimistic Solutions to MPECs, ICS AS CR (Prague, 2009) [2009]
  10. Červinka Michal: Lecture notes spring school in variational analysis Paseky 2009, MFF UK (Paseky nad Jizerou, 2009) [2009]
  11. Červinka Michal: Hierarchical Structures in Equilibrium Problems, Matematicko fyzikální fakulta Univerzity Karlovy (Praha, 2008) Download [2008]
  12. Outrata Jiří, Červinka Michal: Boris S. Mordukhovich: Variational analysis and generalized differentiation, Mathematical Methods of Operations Research 65 1 (2007), p. 195-198 [2007]
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