### Optimization and Systems Theory Seminar

Thursday, September 27, 2001, 13.00-14.00, Room 3721, Lindstedtsvägen
25

**Sven Leyffer**

Department of Mathematics

University of Dundee

Dundee, Scotland, UK

E-mail:
sleyffer@maths.dundee.ac.uk

####
A review of mixed integer nonlinear programming

Many optimization problems involve variables which are restricted
to take binary, integral or discrete values. Applications include
chemical engineering such as process synthesis, batch plant design,
cyclic scheduling or the design of distillation columns. More recently,
applications have arisen in the nuclear industry, to optimize core
reload operations and in topology optimization, where binary variables
model the presence or absence of material in each finite element.
This talk surveys the recent developments in the design of solvers
for large Mixed Integer Nonlinear Programming (MINLP) problems. It
will start by reviewing classical methods such as branch-and-bound,
Benders Decomposition and Outer Approximation. Next, new hybrid
approaches, combining these classical methods are discussed and
likely future developments are pointed out.

Finally, the solution of MINLPs by a parallel implementation of
branch-and-bound is considered. An important feature of this
implementation is the use of a computational grid or meta-computer
as the underlying computing platform. Computational experience on
a set of large MINLPs is reported which indicates that this approach
is efficient for the solution of large MINLPs.

Calendar of seminars

*Last update: September 14, 2001 by
Anders Forsgren,
anders.forsgren@math.kth.se.
*