When: January 27, 2016, 12:30 PM
Location: 3rd Floor Orchard View Room , Discovery Building
Contact: 608-316-4401, firstname.lastname@example.org
One Relaxation to Rule Them All: Strong Convex Nonlinear Relaxations of the Pooling Problem
Video Recording: https://vimeo.com/153826086
Our quest is to derive convex relaxations for the pooling problem, a nonconvex production planning problem in which products are mixed in intermediate pools in order to meet quality targets at their destinations. The story begins with a description of the problem and discussion of state-of-the-art solution approaches. In the second chapter, we derive a tractable, non-convex relaxation to form the basis of our continuing adventure. We characterize the extreme points of the convex hull of our non-convex set, and we derive valid nonlinear convex inequalities. Computational results demonstrate that the inequalities can significantly strengthen the convex relaxations of even the most sophisticated formulations of the pooling problem.
Joint work with Claudia D’Ambrosio (Ecole Polytechnique), Jim Luedtke, (UW Madison), and Jonas Schweiger (IBM/CPLEX)
The weekly SILO seminar series is made possible through the generous support of the 3M Company and its Advanced Technology Group
SILO is a lecture series with speakers from the UW faculty, graduate students or invited researchers that discuss mathematical related topics. The seminars are organized by WID’s Optimization research group.
SILO’s purpose is to provide a forum that helps connect and recruit mathematically-minded graduate students. SILO is a lunch-and-listen format, where speakers present interesting math topics while the audience eats lunch.