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ALOP Colloquium with Marianna de Santis
February 24 / 16:00 - 18:00
On Monday, February 24 2020 at 16:00 c.t. Dr. Marianna de Santis, Università de Roma, DIAG will present her recent work
entitled Branch-and-bound Algorithms for structured Mixed Integer Nonlinear Programming Problems
Mixed Integer Nonlinear Programming (MINLP) is the area of optimization that addresses nonlinear problems with continuous and integer variables. MINLP has proven to be a powerful tool for modeling and it combines challenges from both combinatorial and nonlinear optimization.
In this talk, we deal with the computation of dual bounds for different classes of structured MINLPs. In particular, we will focus on problems having quadratic objective function.
The branch-and-bound algorithms presented generalize the approach for unconstrained convex quadratic integer programming proposed by Buchheim, Caprara and Lodi [Math.Progr., 135, pp.369-395 (2012)] to the presence of linear constraints and nonconvex objective function. The main feature of the latter approach consists of a sophisticated preprocessing phase, leading to a fast enumeration on the branch-and-bound nodes.
Experimental results on randomly generated instances show that the approach significantly outperforms the MIQP solver of CPLEX12.6 for instances with a small number of constraints. Hints on how to extend the key ideas to more general contexts will be given.
The presentation will take place in HS 9.
Please join us for coffee at 15:45 in E10.