Adam N. Letchford (Department of Management Science, Lancaster University)

A tutorial on mixed-integer non-linear programming
Wednesday 16 November 2010 at 13.00, Swann Building Room 7.15

Abstract

Mixed-Integer Non-Linear Programming (MINLP) is a common generalisation of Mixed-Integer Linear Programming (MILP) and Non-Linear Programming (NLP). A wide variety of important problems in industry and elsewhere can (and arguably should) be modelled as MINLPs. On the other hand, MINLPs can be very difficult to solve, and the currently available software is not as advanced as that for either MILP or NLP. This talk will give an introduction to the theory and applications of MINLP, along with a brief survey of the available algorithms and software.

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