[Crib-list] SPEAKER: Miles Lubin (MIT) -- "Computational Research in Boston & Beyond seminar" - Friday, April 1, 2016 -- TIME: 12:00 Noon in Building 32, Room 124 (STATA)

[Shirley Entzminger]

 			COMPUTATIONAL RESEARCH in BOSTON and BEYOND SEMINAR


DATE:		Friday, APRIL 1, 2016
TIME:		12:00 PM - 1:00 PM
LOCATION:	Building 32, Room 124 (STATA)
 			     [32 Vassar Street, Cambridge]

   * Pizza and beverages will be provided at 11:45 AM outside Room 32-124 *



TITLE: 		Mixed-integer convex optimization


SPEAKER:	Miles Lubin  (MIT)

ABSTRACT:


Mixed-integer convex optimization problems are convex problems with the
additional (non-convex) constraints that some variables may take only
integer values. Despite the past decades' advances in algorithms and
technology for both mixed-integer *linear* and *continuous, convex*
optimization, mixed-integer convex optimization problems have remained
relatively more challenging and less widely used in practice. In this talk,
we describe our recent algorithmic work on mixed-integer convex
optimization which has yielded advances over the state of the art,
including the globally optimal solution of open benchmark problems. Based
on our developments, we have released Pajarito, an open-source solver
written in Julia and accessible from popular optimization modeling
frameworks. Pajarito is immediately useful for solving challenging mixed
combinatorial-continuous problems arising from engineering and statistical
applications, including sparse regression with the L_0 norm.

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Massachusetts Institute of Technology
Cambridge, MA  02139


For information about the "Computational Research in Boston and Beyond 
Seminar, please visit...

 			http://math.mit.edu/crib/