Adaptive MIP-Relaxations for MINLPs (B07) (2014 - 2018)

Third Party Funds Group - Sub project


Start date : 01.10.2014

Overall project details

Overall project

TRR 154: Mathematical Modelling, Simulation and Optimisation Using the Example of Gas Networks (TRR 154) July 1, 2014 - July 1, 2017

Overall project speaker:

Prof. Dr. Alexander Martin Lehrstuhl für Analytics & Mixed-Integer Optimization, Economics - Discrete Optimization - Mathematics (EDOM)

Project details

Scientific Abstract

Goal of the project is the analysis and solution of large-scale MINLPs, especially from the application of instationary gas network optimization, using adaptive MIP models. We approximate the nonlinearities with piecewise-linear functions to construct MIP relaxiations of the underlying MINLP. In addition, theoretical results linking the complexity of the relaxiations to structural properties of the nonlinear functions and the linearization error shall be derived.

Involved:

Alexander Martin Project Leader Lars Schewe Project Leader Robert Burlacu Project Member

Contributing FAU Organisations:

Economics - Discrete Optimization - Mathematics (EDOM) Sonderforschungsbereich/Transregio 154 - TP B07 Mehrdimensionale Mechanismus-Design-Theorie mit (gemischt-)ganzzahligen Netzbeschränkungen

Funding Source

DFG / Sonderforschungsbereich / Transregio (SFB / TRR)