Professor, UW-Madison. WID Affiliate.
Abstract: Mixed integer quadratic programming is the problem of minimizing a quadratic polynomial over points in a polyhedral region with some integer components. It is a natural extension of mixed integer linear programming, and it has a wide array of applications. In this talk, I will survey some recent theoretical …
This talk gives an introduction to a recently established link between the geometry of numbers and mixed integer linear optimization. The main focus is to provide a review of families of lattice-free polyhedra and their use in the context of deriving and explaining cutting planes for mixed integer programs. This …
In subset selection we search for the best linear predictor that involves a small subset of variables. Due to the vast applicability of this model, many approaches have been proposed by different communities, including enumeration, greedy algorithms, branch and bound, and convex relaxations. Our point of departure is to understand …