Applied Mathematics Colloquium with Sven Leyffer: "Solving Massive MIPs Arising in Mixed-Integer Optimal Control"

Speaker: Sven Leyffer, Senior Computational Mathematician / R&D Leader, Argonne National Laboratory

Title: Solving Massive MIPs Arising in Mixed-Integer Optimal Control

Abstract: Many optimal design and control problem involve the interplay of discrete design variables and physical models that are expressed as partial-differential equations (PDEs). This class of optimization problems can be modeled as mixed-integer PDE-constrained optimization problems (MIPDECOs). We review applications of MIPDECOs and introduce two classes of algorithms based on rounding and trust-region approaches. Surprisingly, these algorithms permit approximate global optimality certificates in certain application. We illustrate these results numerically, and finish with some open problems.

 

Applied Mathematics Colloquia