Tuesday, 15:45 - 16:10 h, Room: H 2053

 

Christodoulos Floudas
Globally optimizing mixed-integer quadratically-constrained quadratic programs (MIQCQP)

Coauthor: Ruth Misener

 

Abstract:
A general framework for deterministically addressing mixed-integer quadratically-constrained quadratic programs (MIQCQP) to epsilon-global optimality is introduced. Algorithmic components include: reformulating user input, detecting special mathematical structure, generating tight convex relaxations, dynamically generating cuts, partitioning the search space, bounding variables, and finding feasible solutions.
We also discuss computational experience with the global mixed-integer quadratic optimizer, GloMIQO. New components in GloMIQO include integrating a validated interval arithmetic library, dynamically adding alphaBB cuts and higher-order edge-concave cuts, addressing discrete/discrete and discrete/continuous products, selectively adding
bilinear terms for RLT cuts, and eliminating bilinear terms based on knapsack constraint inferences. Data is presented for globally optimizing a range of MIQCQP including process networks, computational geometry, and quadratic assignment problems.

 

Talk 2 of the invited session Tue.3.H 2053
"From quadratic through factorable to black-box global optimization" [...]
Cluster 9
"Global optimization" [...]

 

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