3/3/22 | 4:15pm | E25-111

Ruth Misener

Professor in Computational Optimisation
Imperial College London

Abstract: A variety of theoretical frameworks, e.g. the Lasserre hierarchy of relaxations, basic steps in generalised disjunctive programming, and the reformulation linearisation technique, offer discrete levels for optimisation formulations and relaxations. These discrete choices, for instance picking the first versus the second level of the Lasserre hierarchy, may be problematic for computational optimisation strategies. For example, the first order Lasserre relaxation may be too loose but solving the second order Lasserre relaxation may be too computationally expensive. This presentation considers developing intermediates between theoretical optimization frameworks that classically come with discrete levels. We explore the tradeoff between possibly better computational performance with these “between” formulations versus the possibly explosive number of parameters these formulations introduce.

This work is joint with J Campos & P Parpas (partial Lasserre relaxations), J Kronqvist, A Thebelt & C Tsay (between steps) & F Ceccon, J Haddad, J Jalving & C Laird (OMLT implementation, https://github.com/cog-imperial/OMLT)

Bio: Ruth Misener is Professor in Computational Optimization in the Imperial College London Department of Computing.  Ruth received an SB from MIT (Course 10) and a PhD from Princeton. Foundations of her research are in numerical optimization algorithms. Applications include decision-making under uncertainty, energy efficiency, process network design & operations, and scheduling. Ruth's research team makes their software contributions available open source (https://github.com/cog-imperial). Ruth received the 2017 Macfarlane Medal from the Royal Academy of Engineering and the 2020 Outstanding Young Researcher Award from the AIChE Computing & Systems Technology Division. Ruth is an associate editor for INFORMS Journal on Computing.