Seminar series
Date
Tue, 07 Feb 2023
14:30
14:30
Speaker
Robert Luce
Organisation
GUROBI
We consider the problem of solving nonconvex quadratic optimization problems, potentially with additional integrality constraints on the variables. Gurobi takes a branch-and-bound approach to solve such problems to global optimality, and in this talk we will review the three main algorithmic components that Gurobi uses: Convex relaxations based on local linearization, globally valid cutting planes, and nonlinear local optimization heuristics. We will explain how these parts play together, and discuss some of the implementation details.