OS Numerical Optimization: Piecewise Linear Relaxations for Mixed-Integer Nonlinear Programming: Recent Developments and Best Practices
Time
Tuesday, 18. June 2024
15:15 - 16:45
Location
F426
Organizer
B. Azmi & S. Volkwein
Speaker:
Dr. Robert Burlacu
On 18th June 2024 at 15:15, Dr. Robert Burlacu from the Energie Campus Nürnberg (Fraunhofer-Institut für Integrierte Schaltungen IIS) will give a talk.
Abstract: Solving mixed-integer nonlinear programs is still a very popular and challenging topic today. In the last two decades, mixed-integer programming relaxation techniques have increasingly established themselves as a serious alternative to classical spatial branch-and-bound. The underlying idea is to use piecewise linear functions to relax the nonconvex nonlinearities in a linear-discrete way while controlling the relaxation accuracy. This discrete approach aims to exploit the availability of mature solvers for mixed-integer programs.
The talk will include some of the recent developments and promising future directions in this area. A best practice recommendation with numerical results will complete the presentation.