OS Numerical Optimization: Piecewise Linear Relaxations for Mixed-Integer Nonlinear Programming: Recent Developments and Best Practices

Wann
Dienstag, 18. Juni 2024
15:15 bis 16:45 Uhr

Wo
F426

Veranstaltet von
B. Azmi & S. Volkwein

Vortragende Person/Vortragende Personen:
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.