Methods for Solving Mixed Integer and Stochastic Optimization Problems in Parallel

Project: Research project

Project Details

Description

We propose to further develop parallel approaches to solving mixed integer and stochastic programs that build on the computationally successful basic ideas (heuristic lattice basis reduction; and the use of random walk points) introduced in our previous research. Specifically, we intend to test heuristics (i) for using approximate adjoint lattices when generating branching hyperplanes; (ii) develop cut generation methods that use information from multiple points and disjunctions for generating improved quality cuts; (iii) develop branch-and-cut algorithms for MINLP when the constraint functions are not differentiable, particularly from the viewpoint of stochastic mixed integer programming.
StatusFinished
Effective start/end date6/1/158/31/16

Funding

  • Office of Naval Research (N00014-15-1-2226)

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