2017


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Mardi 24 Janvier
Heure: 12:30 - 13:30
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: Reformulations for Mixed-Integer Nonlinear Programs: a surprisingly simple one with surprisingly good results in (quite) a few different applications
Description: Antonio Frangioni We describe a quite long line of research about the Perpective Reformulation of certain Mixed-Integer NonLinear Programs, which started with a total serendipity moment motivated by trying to prove wrong a referee who was in fact right but for the wrong reasons. The research was brought forward in part by a series of othe r developments motivated by factors such as the need to finding another application to publish the first paper, the need of fending off competing research teams, and finding a good idea as a by-product of an original one that would never work. All this brought us to a Project-and-Lift approach to certain projected reformulations of the Perspective Reformulation which seems to be one of the few authentic violations of the "no free lunch principle": an easy reformulation of a MIQP with the very same size and structure as the original one but with a substantially stronger bound. Apart from providing an overview on a recent and potentially interesting research field in MINLP, we hope that this talk can motivate the audience to making more errors and looking at them with more interest.
Mardi 7 Février
Heure: 12:30 - 13:30
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: Reformulations de programmes quadratiques convexes en nombres entiers
Description: Dominique Quadri La programmation quadratique en nombres entiers trouve de nombreuses applications dans le monde réel. Il semble important de développer des méthodes de résolution exactes permettant de résoudre en des temps CPU limités de tels problèmes. Or de nos jours les solveurs de programmation linéaire sont de plus en plus efficaces. C'est pourquoi cet exposé est axé sur des reformulations de programmes quadratiques en variables entières en programmes linéaires.
Mardi 21 Février
Heure: 12:30 - 13:00
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: A Column Generation approach for a Multi-Activity Tour Scheduling Problem
Description: Stefania Pan
Heure: 13:00 - 13:30
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: Simplicial Decomposition for Large-Scale Quadratic Convex Programming
Description: Enrico Bettiol
Jeudi 2 Mars
Heure: 12:30 - 13:30
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: On big data, optimization and learning
Description: Prof. Andrea Lodi In this talk I review a couple of applications on Big Data that I personally like and I try to explain my point of view as a Mathematical Optimizer -- especially concerned with discrete (integer) decisions -- on the subject. I advocate a tight integration of Machine Learning and Mathematical Optimization (among others) to deal with the challenges of decision-making in Data Science. For such an integration I try to answer three questions: 1) what can optimization do for machine learning? 2) what can machine learning do for optimization? 3) which new applications can be solved by the combination of machine learning and optimization?
Mardi 7 Mars
Heure: 11:30 - 12:30
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: Valid quadratic inequalities for convex and some non-convex quadratic sets
Description: Julio César Góez In recent years, the generalization of Balas disjunctive cuts for mixed integer linear optimization problems to mixed integer non-linear optimization problems has received significant attention. Among these studies, mixed integer second order cone optimization (MISOCO) is a special case. For MISOCO one has the disjuncti ve conic cuts approach. That generalization introduced the concept of disjunctive conic cuts (DCCs) and disjunctive cylindrical cuts (DCyCs). Specifically, it showed that under some mild assumptions the intersection of those DCCs and DCyCs with a closed convex set, given as the intersection of a second order cone and an affine set, is the convex hull of the intersection of the same set with a linear disjunction. The key element in that analysis is the use of pencils of quadrics to find close forms for deriving the DCCs and DCyCs. In this talk we present an overview of the DCCs main results and we use the same approach to show the existence of valid conic inequalities for hyperboloids and non-convex quadratic cones when the disjunction is defined by parallel hyperplanes. Joint work with Miguel F. Anjos.