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Title: QP/NLP-based Branch-and-Bound algorithm for MINLP: It could work!

Luca Mencarelli

Abstract: In this talk, we discuss possible insights in order to deal with a QP/NLP-based Branch-and-Bound algorithm for Mixed Integer NonLinear Problems (MINLPs). After shortly presenting the Outer Approximation framework and the LP/NLP-based Branch-and-Bound algorithm for convex MINLPs, we introduce a convex quadratic under-approximation for convex functions, and, on the top of that, we draw a possible quadratic Outer Approximation scheme. Finally, we present preliminary computational results for convex and binary non convex MINLPs, by comparing the novel algorithm against state-of-the-art solvers.

Time: Fri 2024-04-05 11.00 - 12.00

Location: Seminar room 3721

Video link: Zoom ID 63658381373

Language: English

Participating: Luca Mencarelli

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Luca Mencarelli

Dipartimento di Informatica

Università di Pisa