ICCOPT 2013 Talk, Room 1.6, Wednesday, July 31, 14:30-16:00

 Speaker: Michel Baes, Institute for Operations Research, ETH Zurich, Switzerland
 Title: Mirror-descent methods in mixed-integer convex optimization
 Co-authors: Timm Oertel, Christian Wagner, Robert Weismantel

 Abstract:
Scientific Program

We address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an algorithmic approach to this problem, postponing its hardness to the realization of an oracle. If this oracle can be realized in polynomial time, then the problem can be solved in polynomial time as well. For problems with two integer variables, we show with a novel geometric construction how to implement the oracle efficiently. Our algorithm can be adapted to find the k-th best point of a purely integer convex optimization problem in two dimensions.


 Talk in: Organized Session Wed.B.16 Algorithms for MINLP: Theory and practice
 Cluster: Global optimization and mixed-integer programming


 Go to: Wed.B
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage