Decision Optimization

Decision Optimization

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August IBM Decision Optimization Virtual User Group Meeting: Indicator Constraints in Mixed-Integer Programming

  • 1.  August IBM Decision Optimization Virtual User Group Meeting: Indicator Constraints in Mixed-Integer Programming

    Posted Thu August 14, 2014 07:35 PM

    Originally posted by: MaryFenelon


    Event Date:    Aug 20, 2014 (please note, this is a week earlier than our usual meeting date)
    Event Time:    7:30 AM - 8:30 AM (Pacific Time)
    Hosted By:    Kitte Knight (IBM)
    Presented By:    Andrea Lodi (IBM)

    Mixed Integer Linear Programming (MILP) models are commonly used to model indicator constraints, which either hold or are relaxed depending on the value of a binary variable. Classification problems with Ramp Loss functions are an important application of such models. Mixed Integer Nonlinar Programming (MINLP) models are usually dismissed because they cannot be solved as efficiently. However, we show here that a subset of classification problems can be solved much more efficiently by a MINLP model with nonconvex constraints. This calls for a reconsideration of the modeling of these indicator constraints, and we present several new results and interpretations obtained by digging into the relationship between MILP and MINLP.

    Register for this event at:
    https://events.na.collabserv.com/register.php?id=49d772e249&l=en-US


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