Systems | Information | Learning | Optimization
 

One Relaxation to Rule Them All: Strong Convex Nonlinear Relaxations of the Pooling Problem

Video Recording: https://vimeo.com/153826086 Our quest is to derive convex relaxations for the pooling problem, a nonconvex production planning problem in which products are mixed in intermediate pools in order to meet quality targets at their destinations. The story begins with a description of the problem and discussion of state-of-the-art solution …

GuBoLi — The World’s Greatest Solver for Box-Constrained Nonconvex Quadratic Programs

I will first explain to you the standard methodology for finding globally optimal solutions to nonconvex quadratic programs. I then will tell you a couple simple tricks, inspired by integer programming, that can speed up these algorithms by multiple orders of magnitude. If time allows, I can discuss a result …

Solving Symmetric Integer Programs

We will discuss two mechanisms for dealing with integer programs that contain a great deal of symmetry—orbital branching and isomorphism pruning. These methods use information encoded in the symmetry group of the integer program to guide the branching decision and prune nodes of the search tree. Orbital branching and isomorphism …