SILO



The weekly SILO Seminar Series is made possible through the generous support of the 3M Company and its Advanced Technology Group

3M

with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

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

Jeff Linderoth, Prof., Department of Industrial and Systems Engineering Department of Computer Sciences University of Wisconsin-Madison

Date and Time: Aug 06, 2015 ( 4:00 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building

Abstract:

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 of theoretical interest that we use
indirectly in our implementation. Specifically, we demonstrate the
equivalence of the Chvatal-Gomory closure of the linear system defining
the (sparse) Boolean Quadric Polytope and its “Odd-Cycle” closure.

Regardless of how much material I cover, I will stop talking promptly at
4:30PM, since as Rob so eloquently puts it, “Summer SILO is really about
the beer.”

Joint with Oktay Guluk and Pierre Bonami (IBM).
(Hopefully you can now get the joke about the name of our software.
If not, see http://gurobi.com).