Speaker
Prof.
Joerg Fliege
(University of Southampton)
Description
Optimisation is a key technology for intelligent control, as exemplified by evolutionary and genetic algorithms, machine learning techniques, and training of neural networks. Deterministic global optimisation is concerned with rigorous methods to find globally optimal solutions for such applications as well as mathematically precise error bounds for such solutions. Corresponding solver technology has made great strides over the last 40 years, and mixed-integer linear or quadratic problems with 100,000 variables or more can now routinely be solved to global optimality in practice. We provide a short survey of existing techniques and solvers as well as potential directions of further developments.
Primary author
Prof.
Joerg Fliege
(University of Southampton)