Convexification for Mixed Integer Nonlinear Problems

Event Details
  • Date/Time:
    • Tuesday November 11, 2008
      2:00 pm - 3:00 pm
  • Location: Executive classroom 228, Main Bldg.
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  • Fee(s):
    $0.00
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Contact
Anita Race
H. Milton Stewart School of Industrial and Systems Engineering
Contact Anita Race
Summaries

Summary Sentence: Convexification for Mixed Integer Nonlinear Problems

Full Summary: Convexification for Mixed Integer Nonlinear Problems

TITLE: Convexification for Mixed Integer Nonlinear Problems

SPEAKER: Dr. Francois Margot (CMU and Axioma,Inc.)

ABSTRACT:

Many industrial problems can be naturally formulated using Mixed Integer Nonlinear Programming (MINLP). Motivated by the demand for Open-Source solvers for real-world MINLP problems, we have developed a spatial Branch-and-Bound software package named couenne (Convex Over- and Under-ENvelopes for Nonlinear Estimation). In this talk, we present the structure of couenne and discuss in detail our work on two of its components: bounds tightening and branching strategies. We then present experimental results on a set of MINLP instances including some industrial applications. We also compare the performance of couenne with a state-of-the-art solver for nonconvex MINLPs.

Joint work with P. Belotti (Lehigh); L. Biegler, G. Cornuejols, I. Grossman (CMU); P. Bonami (LIF, Marseille); J. Lee, A. Waechter (IBM); L. Liberti (LIX, Paris).

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Categories
Seminar/Lecture/Colloquium
Keywords
MINLP
Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:37pm
  • Last Updated: Oct 7, 2016 - 9:47pm