Forschungsseminar Algorithmische Optimierung (AGs Hante/Walther)
Ort: Rudower Chaussee 25, Raum 2.417
Zeit: Donnerstag, 15:15 Uhr
Studierende und Gäste sind herzlich willkommen.
Vorträge im Sommersemester 2025
24.04.2025 | Robert Luce, Gurobi Optimization |
Solving Nonlinear Problems to Global Optimality
In this talk, we provide an overview of Gurobi's algorithmic components for solving nonlinear optimization problems to global optimality. In essence, we extend our existing mixed-integer programming (MIP) framework to handle such problems. This includes our presolve algorithms, an extension of the branch-and-bound method utilizing spatial relaxations, and an interior point algorithm for nonlinear problems, which serves as a primal heuristic to find high-quality solutions. As a result, we can compute solutions to nonlinear optimization problems along with certificates for global optimality. Finally, we have extended gurobipy to facilitate the easy formulation of expression-based nonlinear optimization problems in Python. Gurobi's nonlinear solver applies to explicit expression-based constraints and does not require the supply of derivative data. |
|
03.06.25 | Tim Siebert, Humboldt-Universität zu Berlin |
Collapsing Taylor Mode Automatic Differentiation | |
Begin: 15:00 Uhr, Achtung: Abweichender Termin | |
19.06.25 | Rowan Turner, University of Edinburgh |
TBA | |
03.07.2025 | Oliver Sander, Technische Universität Dresden |
TBA | |
weitere Termine folgen | |