P.C. Rossin College of
Engineering and Applied Science

Upcoming Events

ISE SEMINAR SERIES

Title: Novel polyhedral relaxations for mixed-integer polynomial optimization problems

Speaker: Aida Khajavirad, Rutgers University and New York University
 
Time & Location:
Tuesday, April 9, 2019
4:00-5:00pm
Mohler Lab, #453

Abstract      

We consider the multilinear set defined by a collection of multilinear terms over the unit hypercube. Such sets appear in factorable reformulations of many types of mixed-integer nonlinear optimization problems. Utilizing an equivalent hypergraph representation for the multilinear set, we derive various types of facet defining inequalities for its polyhedral convex hull and present a number of tightness results based on the acyclicity-degree of the underlying hypergraph. Subsequently, we detail on the complexity of corresponding separation problems and embed the proposed cut generation algorithm at every node of the branch-and-reduce global solver BARON. Extensive computational results will be presented.

Bio sketch

Aida Khajavirad is a visiting Assistant Professor at the department of Management Science and Information systems at Rutgers school of Business.  She is also a visiting academic at the Courant Institute of Mathematical Sciences of New York University. In the past Aida has held positions as a Research Associate in the Center for Advanced Process Decision-making of Carnegie Mellon University,  Assistant Professor of Operations Research at the University of Texas at Austin and  Research Scientist in the theory group of IBM T.J. Watson research center.  Aida’s research interest lies at the interface of convex analysis and nonconvex optimization. Her current work is focused on both theoretical and algorithmic aspects of global optimization of nonconvex mixed-integer nonlinear optimization problems with applications in operations research, computer science, engineering and economics.  Her work has been funded by NSF and DOE and has been recognized by the INFORMS Optimization Society Prize for young researchers.

 

 


Past Events

Spring 2019
 
Tuesday, April 2, 2018 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - Stefan Wild, Argonne National Laboratory
"Exploiting Structure in Derivative-Free Nonlinear Optimization to Advance Science and Engineering"
 
Tuesday, March 26, 2019 - 4:00pm
ISE Seminar Series - Clément Royer, University of Wisconsin-Madison
"Nonconvex Optimization via Newton-CG Methods with Complexity Guarantees"
 
Tuesday, March 19, 2019 - 4:00pm
ISE Seminar Series - William K. Klimack, Chevron
"Decision Analysis at Chevron"
 
Tuesday, March 5, 2019 - 4:00pm
ISE Seminar Series - James Luedtke, University of Wisconsin-Madison
"Optimizing Truck Dispatching Decisions in Open-pit Mining using Integer Programming"
 
Tuesday, February 12, 2019 - 4:00pm
ISE Seminar Series - J. Cole Smith, Clemson University
"The Maximum Semicontinuous Flow Problem"
 
Tuesday, January 29, 2019 - 4:00pm
ISE Seminar Series - Giacomo Nannicini, IBM T.J. Watson Research Center
"Fully Polynomial-Time Approximation Schemes for Stochastic Dynamic Programs: Theory and Applications"
 
Fall 2018
 
Tuesday, December 4, 2018 - 4:00pm
ISE Seminar Series - Andreas Wächter, Northwestern University
"Nonlinear Programming Formulations of Chance-Constraints"
 
Tuesday, November 27, 2018 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - Gerard Cornuejols, Carnegie Mellon University
"Packing and Covering"
 
Tuesday, November 13, 2018 - 4:00pm
ISE Seminar Series - Mert Gürbüzbalaban, Rutgers University
"Momentum Acceleration Under Random Gradient Noise: From Convex to Non-Convex Optimization"
 
Tuesday, October 30, 2018 - 4:00pm
ISE Seminar Series - Michael Katehakis, Rutgers University
"Reinforcement Learning: Connections Between MDPs and MAB Problems"
 
Tuesday, October 2, 2018 - 4:00pm
ISE Seminar Series - Michael L. Overton, Courant Institute of Mathematical Sciences, NYU
"Nonsmooth, Nonconvex Optimization: Algorithms and Examples"
 
Spring 2018
 
Tuesday, May 8, 2018 - 4:00pm
ISE Seminar Series - Krzysztof Choromanski, Google
"Structure is all that you need - Learning Compressed RL Policies Via Orthogonal Gradient Sensing"
 
Tuesday, May 1, 2018 - 4:00pm
ISE Seminar Series - Henry Lam, Columbia University
"Assessing Solution Quality in Stochastic Optimization with Limited Data"
 
Tuesday, April 24, 2018 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - James Renegar, Cornell University
"A Simple Nearly-Optimal Restart Scheme for Speeding-Up First Order Methods"
 
Thursday, April 19, 2018 - 4:00pm
ISE Seminar Series - Matthias Walter, RWTH Aachen University
"Investigating Polyhedra by Oracles"
 
Tuesday, April 10, 2018 - 4:00pm
ISE Seminar Series - Stefano Coniglio, University of Southampton
"Network Routing Through the Internet as a Stackelberg Game"
 
Tuesday, March 6, 2018 - 4:00pm
ISE Seminar Series - Bo Zeng, University of Pittsburgh
"Robust and Chance Constrained Optimization in Power and Logistics Systems"
 
Fall 2017
 
Tuesday, December 5, 2017 - 4:00pm
ISE Seminar Series - Garud Iyengar, Columbia University
"Automatic Event Detection in Basketball"
 
Thursday, November 30, 2017 - 4:00pm
Spencer C. Schantz Technical Lecture - William J. Cook, University of Waterloo
"Guiding the Cutting-Plane Method"
 
Wednesday, November 29, 2017 - 4:00pm
Spencer C. Schantz Distinguished Lecture Series Presents William J. Cook
"In Pursuit of the Traveling Salesman: Mathematics at the Limits of Computation"
 
Tuesday, November 14, 2017 - 4:00pm
ISE Seminar Series - Jonathan Eckstein, Rutgers University
"Asynchronous Projective Splitting for Convex Optimization and Monotone Inclusion Problems"
 
Tuesday, November 7, 2017 - 4:00pm
ISE Seminar Series - Osman Y. Ozaltin, North Carolina State University
"A Branch-and-cut Algorithm for Discrete Bilevel Linear Programs"
 
Tuesday, October 31, 2017 - 4:00pm
ISE Seminar Series - Oleg Prokopyev, University of Pittsburgh
"Sequential Max-Min Bilevel Linear Programming with Incomplete Information and Learning"
 
Tuesday, October 10, 2017 - 4:00pm
ISE Seminar Series - Ion Necoara, University Politehnica of Bucharest
"Conditions for Linear Convergence of (Stochastic) First Order Methods"
 
Thursday, October 5, 2017 - 4:00pm
INFORMS Chapter Distinguished Speaker Series: Nick Trefethen, University of Oxford
 
Tuesday, September 26, 2017 - 4:00pm
ISE Seminar Series - Andrew Dorsett, Wolfram Research
"Mathematica 11 in Education and Research"
 
Tuesday, September 19, 2017 - 4:00pm
ISE Seminar Series - Alejandro Ribeiro, University of Pennsylvania
"High Order Methods in Empirical Risk Minimization"
 
Tuesday, August 22, 2017 - 4:00pm
ISE Seminar Series - Giorgio Fasano, Thales Alenia Space
"Solving Non-Standard Packing Problems by Global Optimization and Heuristics"