OS Numerical Optimization: Granularity - A Bridge between Continuous and Discrete Optimization

Dienstag, 27. Juni 2023
15:15 bis 16:45 Uhr


Veranstaltet von
B. Azmi & S. Volkwein

Vortragende Person/Vortragende Personen:
Prof. Dr. Oliver Stein

On 27th June 2023 at 15:15, Prof. Dr. Oliver Stein from the Karlsruhe Institute of Technology will give a talk.

Granularity of optimization problems relaxes the difficulties imposed by integrality conditions and often
provides ways for determining good feasible points of mixed-integer optimization problems at low computational cost.
It thus provides so-called primal heuristics while, in fact, it is not based on heuristic ideas, but on transparent
geometric considerations.

Starting from error bound results for roundings in mixed-integer linear optimization, we illustrate
how the granularity concept unfolds to provide algorithms for the computation of feasible points in mixed-integer
linear, convex and nonconvex optimization. We also comment on the treatment of equality constraints and
explain the integration of the granularity idea into branch-and-bound frameworks.