9/29/16 | 4:15pm | E51-315 
Reception to follow.

Abstract: In the classical theory for split cuts, the 'width' of a split set is always equal to one. We investigate cutting planes that arise when widening the associated disjunctions. This allows, e.g., to model non-contiguous domains of (integer) variables (or, stated differently, ‘holes’ in the domains). The validity of the disjunctions in a MILP can come from either primal or dual information, and we present examples and computational results in both cases. We further explore an exact MILP approach based on these cutting planes, that in addition tackles non-contiguity directly via branching and as a side-effect reduces the model size.

Joint work with P. Bonami, F. Serrano, A. Tramontani, S. Wiese.

Andrea Lodi
Professor
University of Montreal

Bio: Andrea Lodi received the PhD in System Engineering from the University of Bologna in 2000 and he has been Herman Goldstine Fellow at the IBM Mathematical Sciences Department, NY in 2005–2006. He has been full professor of Operations Research at DEI, University of Bologna between 2007 and 2015. Since 2015 is Canada Excellence Research Chair in “Data Science for Real-time Decision Making” at the École Polytechnique de Montréal. His main research interests are in Mixed-Integer Linear and Nonlinear Programming and Data Science. He is author of more than 80 publications in the top journals of the field of Mathematical Optimization. He serves as Associated Editor for several prestigious journals in the area. He is network coordinator of EU projects, and, since 2006, consultant of the IBM CPLEX research and development team.