Masterclass: Claudia D’Ambrosio

Date: Thursday 21 February 2019, 9:17am to Friday 22 February 2019, 9:11am
Venue: Science and Technology A076a
Open to: Postgraduates
Registration: Free to attend - registration required

Event Details

Speaker: Dr Claudia D’Ambrosio, LIX Ecole Polytechnique, France

Fundamentals of Theory and Practice of Mixed Integer Non Linear Programming

In this masterclass we aim at surveying on the fundamentals of theoretical and practical aspects of mixed integer non linear programming (MINLP). MINLPs are very powerful and challenging optimization problems that can represent an extremely large variety of real-world applications. The first lecture will be devoted to an introduction to MINLP in general and on algorithms for convex MINLPs. We will discuss MINLP complexity and reformulations, then, focusing on the convex subclass, advantages and drawbacks of several optimization methods, properties, and some useful practical tools. In the second lecture, we will consider non convex MINLPs and the methods to solve them. We will discuss the differences with respect to convex MINLP methods and more advanced methodologies to speed up modern MINLP solvers. The third lecture (during which the students will work on their laptop) will be devoted to the practice of MINLP: we will use mathematical modeling languages to write MINLP formulations and solve them thanks to open-source solvers. Applications in finance, statistics, energy will be introduced.

Schedule - Please note this masterclass is held over 2 days

Lecture 1: 09:00-12:00, Thursday 21st February, Training Room 2, A76 FST Training & Development Centre, Science & Technology Building

Lecture 2: 15:30-17:30, Thursday 21st February, Bowland North Seminar Room 20

Lecture 3: 09:00-11:00, Friday 22nd February, Training Room 2, A76 FST Training & Development Centre, Science & Technology Building

Contact Details

Kim Wilson
+44 1524 593940
Add to my calendar

Back to Events