Title: Exact and heuristic MIP methods for the solution of MINLP – Examples from gas transport optimization problems
Speaker: Dr Lars Schewe
Affiliation: Dept of Mathematics, FAU Erlangen-Nürnberg
Location: 217 Huxley Building
Time: 13:30 – 14:30
Abstract. In this talk, we present exact and heuristic methods for MINLP, the development of which was motivated by applications in gas transport optimization. In this talk, we present a sample of our approaches and focus on provable results for both the exact and the heuristic methods. The methods have been applied on both academic and real-world instances. We first discuss how to solve MINLPs using a hierarchy of piece-wise linear relaxations and discuss a convergence result for such an algorithm. We show how this algorithm performs on problems in instationary gas transport. We then show how we can use a combination of penalty and alternating-direction methods to solve difficult instances of gas transport optimization problems and on instances from the MINLPLib. For these methods, we can also give convergence results and discuss their relation to feasibility pump methods.