ACMD Seminar: Mixed-Integer Nonlinear Optimization: Applications and Methods

Sven Leyffer
Mathematics and Computer Science Division, Argonne National Lab

Tuesday, April 18, 2017, 15:30 - 16:30
Building 222, Room B263
Gaithersburg

Tuesday, April 18, 2017, 13:30 - 14:30
Room 1-4058
Boulder

Abstract: Scientists are increasingly moving from the simulation of complex processes to the optimization, control, and design of complex systems. Many important design problems involve not only continuous variables with nonlinear constraints but also discrete decisions, giving rise to mixed-integer nonlinear programming problems (MINLPs). MINLPs combine the combinatorial complexity of the discrete decisions with the numerical challenges of the nonlinear functions. The last decade has seen a rise in new ideas, algorithmic approaches, and software packages for solving MINLPs. We will discuss some motivating applications of interest to the Department of Energy, and review algorithms for solving MINLPse. We will describe extensions to other classes of MINLP such as conic-constrained MINLPs and special classes of nonlinear functions, emphasizing how to exploit their structure within a solution process. Finally, we will present a new package for solving mixed-integer nonlinear optimization problems, MINOTAUR. The MINOTAUR toolkit is designed to provide a flexible and efficient framework for solving MINLPs. The code is developed in a modular way to enable developers and users to efficiently combine the knowledge of problem structure with algorithmic insights. 

Speaker Bio: Born in Hamburg, Germany, Sven obtained his Ph.D. in 1994 from the University of Dundee, working on mixed-integer nonlinear programming problems with Roger Fletcher. He has held postdoc positions at Dundee, Northwestern, and Argonne, where he now works as a Senior Computational Mathematician in the Mathematics and Computer Science Division. Sven is a Senior Fellow of the Computation Institute at the University of Chicago. Sven is a co-editor of Mathematical Programming and served as an editor-in-chief of Mathematical Methods of Operations Research. He serves on the editorial board of Computational Optimization and Applications and Mathematics of Computation. In addition, Sven has served as the INFORMS Optimization Vice-Chair for nonlinear programming and as the Program Director of the SIAM activity group on optimization. Sven was SIAM Vice President for Programs from 2010-2013. Currently, Sven serves as the Secretary of ICIAM. Together with Roger Fletcher and Philippe L. Toint, Sven was awarded the Lagrange prize in optimization in 2006. In 2009, Sven became a SIAM Fellow. In 2013, Sven won the 2012 COAP Best Paper Prize with Chungen Chen and Roger Fletcher for their paper on nonmonotone filter methods. In 2016, Sven was awarded the Farkas Prize for Mid-career Researchers by INFORMS.

Note: Visitors from outside NIST must contact Cathy Graham; (301) 975-3800; at least 24 hours in advance.

Part of the ACMD Seminar Series.