«Some properties of convex mixed-integer programs» Diego Morán, Profesor Asistente, Universidad Adolfo Ibáñez.
«Some properties of convex mixed-integer programs»
Diego Morán
Profesor Asistente, Universidad Adolfo Ibáñez.
Abstract:
Mixed-integer programs (MIPs) are optimization problems where some of the decision variables are required to take integer values. Despite the usefulness of linear MIPs in solving real-world problems, there are many engineering and business applications that cannot be modeled by using linear constraints only. Therefore, there is a need to understand basic properties of MIPs that require more intricate constraints, such as nonlinear convex constraints.
In the first part of the talk, we briefly present some advances in various fundamental concepts in convex MIPs, such as properties of their feasible region and properties of cutting planes. In the second part of the talk, we present in more detail our extension of the subadditive duality theory for linear MIPs to the more general case of conic MIPs. This work is motivated by the algorithmic and theoretical implications that this ‘nice’ property has in the linear case. This is joint work with Gustavo Angulo (PUC), Santanu S. Dey (Georgia Tech), Burak Kocuk (Sabanci U.) and Juan Pablo Vielma (MIT).
Seminarios ISCI – Management Science & Analytics
Jueves 18 de abril 2019
Desde las 13.30 a las 14.30 hrs
Sala de Asamblea, Piso 4 Beauchef 851
Almuerzos previa inscripción desde las 13:15 hrs
Consultas a seminarios@isci.cl
