Bio

My Name is Felix Kirschner, I am from Cologne, Germany, where I studied “Wirtschaftsmathematik” (hybrid degree program (applied) mathematics, computer science, economics) at the University of Cologne, obtaining my M.Sc. degree in 2019. I then applied for a position funded within POEMA (Polynomial Optimization, Efficiency through Moments and Algebra), an innovative training network funded under the H2020-MSCA-ITN-2018, as part of the Marie Sklodowska-Curie Actions funding scheme, see http://poema-network.eu/ . My supervisor is Etienne de Klerk and my co-supervisor is Juan Vera Lizcano. I started my position in September 2019. In my PhD thesis I intend to study the Generalized Problem of Moments.

Expertise

CV Felix Kirschner

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Recent publications

  1. Revisiting semidefinite programming approaches to options pricing: Co…

    Henrion, D., Kirschner, F., de Klerk, E., Korda, M., Lasserre, J. B., & Magron, V. (Accepted/In press). Revisiting semidefinite programming approaches to options pricing: Complexity and computational perspectives. INFORMS Journal on Computing.
  2. Construction of multivariate polynomial approximation kernels via sem…

    Kirschner, F., & de Klerk, E. (Accepted/In press). Construction of multivariate polynomial approximation kernels via semidefinite programming. SIAM Journal on Optimization.
  3. Convergence rates of RLT and Lasserre-type hierarchies for the genera…

    Kirschner, F., & de Klerk, E. (2022). Convergence rates of RLT and Lasserre-type hierarchies for the generalized moment problem over the simplex and the sphere. Optimization Letters.

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