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MOPTA 05
July 25-27, 2005, Windsor ON Canada
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MOPTA 05 Presentation Information


Title:
Global Optimization with Branch-and-Reduce
Presenter:
Nick Sahinidis
Presenter's Affiliation:
University of Illinois
Presenter's E-mail address:
nikos@uiuc.edu
Authors:
Nick Sahinidis
Abstract (100 words or less):
We describe theoretical and algorithmic components of the branch-and-reduce approach to the global optimization of continuous, integer, and mixed-integer nonlinear programs. These include: a theory of convex extensions for the construction of closed form expressions of convex envelopes of nonlinear functions, an entirely linear-programming-based approach to global optimization, a theory of domain reduction, and proofs of finiteness for certain branching schemes. Applications from a variety of application areas will be reviewed and extensive computational results with BARON will be reported.



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