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Colloquium - 1/22, 3:00PM, Duncan Hall 1064

Joey Huchette

Operations Research Center
MIT

"Advanced Mixed-Integer Programming Formulations: Methodology, Computation, and Application"

We present recent advances in using mixed-integer programming to solve difficult nonconvex optimization problems arising in application areas such as operations, robotics, and power systems. The central methodological contributions of this work are two frameworks for constructing formulations that take advantage of problem structure: either geometric, or combinatorial. These techniques allow us to design novel MIP formulations that are small, strong, and have other desirable properties. We present computational results showing that these new formulations outperform existing approaches, sometimes substantially (e.g. solving to optimality in orders of magnitude less time). Finally, we highlight how high-level, easy-to-use computational modeling tools developed in tandem, such as the JuMP modeling language and extensions to it, can make these advanced formulations accessible to practitioners and researchers.

Department of Computational and Applied Mathematics
6100 Main MS-134   Houston, TX 77005   713.348.4805

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