[Coin-announce] Location announcement for COIN-OR User Meeting at ISMP
Robin Lougee-Heimer
robinlh at us.ibm.com
Mon Aug 18 05:41:42 EDT 2003
The COIN-OR Users Group Meeting at ISMP will be held in
Building 101 in Room Grupperegnings-lokale 1 (located on the first floor)
Weds Aug 20, 12:00-13:00.
See below for agenda and other COIN-OR events at ISMP.
----------------------------------------------------------------------------------
Robin Lougee-Heimer
IBM TJ Watson Research Center
ph: 914-945-3032 fax: 914-945-3434
robinlh at us.ibm.com
http://www.coin-or.org
---------------------- Forwarded by Robin Lougee-Heimer/Watson/IBM on
08/18/2003 05:36 AM ---------------------------
Matthew Saltzman <mjs at ces.clemson.edu>@www-124.southbury.usf.ibm.com on
08/15/2003 10:32:54 AM
Sent by: coin-announce-admin at www-124.southbury.usf.ibm.com
To: coin-announce at www-124.southbury.usf.ibm.com
cc:
Subject: [Coin-announce] COIN-OR Events at ISMP 2003
COIN-OR and Open-Source Events
18th International Symposium on Mathematical Programming
ISMP 2003, Copenhagen
Presentations, workshops, and user-group meetings on open source software.
COIN-OR Users Group Meeting: Weds Aug 20, 12:00 - 13:00, Room TBA
Coordinator: Robin Lougee-Heimer, IBM Research
Food: Bring your ISMP-provided bag lunch
Agenda:
* Status reports from project leads
* Demo of connecting AMPL to CPL using OSI by Leo Lopes
* Incorporation status from Matthew Saltzman
* Open Q & A
To propose a discussion item, send a posting to the
coin-discuss mailing list available at http://www.coin-or.org.
Workshop: Weds Aug 20, 09:00 - 10:30, Room 306/35
Title: COIN-OR: Software Tools for Implementing Custom Solvers
Lead: Ted Ralphs, Lehigh University
Co-authors: Laszlo Ladanyi, IBM Research
Matthew Saltzman, Clemson University
Abstract: Branch, cut and price is a proven, effective
technique for solving difficult, large-scale discrete
optimization problems. Implementing such algorithms is
difficult due to the complexity of dynamic generation of both
variables and constraints. This workshop is aimed towards
practitioners and researchers in need of more powerful solution
techniques than current commercial software can provide. We
will describe how to use the tools available in the COIN-OR
repository (www.coin-or.org) to implement a state-of-the-art,
parallel BCP algorithm.
Sessions: All talks in a session are listed. To facilitate session
hopping, the non-open-source talks are listed without abstracts.
Session 38: Monday 16:30 - 18:00, Room 306/35
Title: Recent Developments in Filter Methods II
Chair: Lus N. Vicente
Abstracts
Title: On the superlinear local convergence of a filter-SQP method
Lead: Stefan Ulbrich
Abstract:
Title: An interior-point filter line-search method for large-scale
nonlinear programming
Lead: Andreas Waechter, IBM Research
Co-author: Lorenz Biegler, Carnegie-Mellon University
Abstract 854: Recent improvements of a barrier method for
large-scale continuous nonlinear nonconvex optimization will be
presented. The algorithm computes search directions from a
linearization of the primal-dual equations, and global convergence is
guaranteed by a filter line-search procedure. Some details of the
implementation, particularly of a new feasibility restoration phase,
will be discussed. Numerical results on a large set of test problems,
as well as real-life applications (such as tuning of transistors in
integrated digital circuits) with problem sizes with up to several
hundred thousand variables, will be presented. The code is released
as open source under the name IPOPT at www.coin-or.org.
Title: On the convergence of a filter algorithm with independent
feasibility and optimality phases
Lead: Elizabeth Karas
Abstract:
Session 66: Weds 13:15 - 14:45, Room 302/49
Title: Decomposition algorithms and dynamic cut generation
Chair: Ted Ralphs, Lehigh University
Abstracts
Title: Decomposition and Dynamic Cut Generation in Integer
Programming
Lead: Matthew Galati,Lehigh University
Co-author: Ted Ralphs, Lehigh University
Abstract 528: Decomposition algorithms such as Lagrangian
relaxation and Dantzig-Wolfe decomposition are well-known methods that
can be used to develop bounds for integer programming problems. We
draw connections between these classical approaches and techniques
based on generating strong valid inequalities. We also discuss several
methods for integrating dynamic cut generation with decomposition and
present a decomposition-based separation algorithm called decompose
and cut. The algorithm takes advantage of the fact that separation of
an integer solution is often much easier than separation of an
arbitrary fractional solution.
Title: Optimal Rectangular Partitions
Lead: Abilio Lucena
Co-author: Felipe Calheiros, Cid C. de Souza
Abstract:
Title: Solving lexicographic multiobjective MIPs with
Branch-Cut-Price
Lead: Laszlo Ladanyi, IBM Research
Co-authors: Marta Eso, David L. Jensen
Abstract: In this talk we will first describe an application,
the FCC Auction 31, and its two formulation: one with a compact
representation solvable via branch-and-cut, and one with column
generation using branch-and-price. We will show how the second
formulation can be interpreted as a Dantzig-Wolfe decomposition and
that this interpretation leads to a branch-cut-price algorithm. Then
we will demonstrate how to apply the same principle to a general Mixed
Integer Programming problem. Finally, we extend the applicability of
linear complementarity to integer programming to solve problems with
multiple (lexicographic) objective.
Session 154: Thursday Aug 21, 13:15 - 14:45, Room 306/31
Title: Open-Source Software for Mathematical Programming
Chair: Robin Lougee-Heimer, IBM Research
Abstracts
Title: The COIN-OR Initative: open-source tools for mathematical
programmers
Lead: Robin Lougee-Heimer, IBM Research
Abstract: Much of the mathematical programming research and
application relies on software. And yet, there is relative low number
of reference implementations, common interfaces, re-usable frameworks,
and open standards for the specific software needs of the mathematical
programming community. Open source is an alternative style of software
development with some attractive benefits. Three years ago at ISMP
2000, the COIN-OR project was launched as an experiment with the
mission of promoting open-source software for the mathematical
programming community. In this talk, we report on the progress of
COIN-OR and its future direction. We will announce the winners of the
COIN-OR Open Source Coding Contest. The contest was a joint effort of
INFORMS, MPS, and COIN-OR with prizes donated by IBM.
Title: The COIN-OR Open Solver Interface: A Progress Report
Lead: Matthew Saltzman, Clemson University
Co-authors: Lazlo Ladanyi, Ted Ralphs
Abstract: When the COIN-OR project debuted at ISMP 2000, a key
component of the project was the Open Solver Interface (OSI). The OSI
is intended to be a common application program interface (API) for
calling any of a variety of embedded solvers in an algorithm. The
current version includes support for CPLEX, XPRESS-MP, Soplex, the GNU
LP Kit, Hafer's DyLP, and COIN-OR native solvers CLP (the COIN-OR LP
solver), SBB (Simple Branch and Bound), and Vol (an implementation of
Barahona and Anbil's volume algorithm). A user can write a single
implementation of an algorithm calling any of these solvers through
the same interface. This presentation describes features of the OSI
and an outline of the design of a new version of the OSI (under
development). The new design will improve flexibility and efficiency
and simplify the process of embedding new solvers. It will offer a
consistent (solver-independent) problem representation and access to a
broad set of solver capabilities through an efficient, open, standard,
portable API.
Title: Prox-Accpm: A Cutting Plane Solver for Convex Optimization
Lead: Claude Martin Tadonki, University of Geneva
Co-authors: Jean-Philippe Vial, Frederic Babonneau, Cesar Beltran,
Olivier du Merle
Abstract: {\em Prox-Accpm} is an extension of the analytic
center cutting plane method to solve general (nondifferentiable)
convex optimization problems, whose components (objective and
constraints) are described by first order oracles. The addition of a
proximal term allows a better control of the algorithm
behavior. Prox-Accpm applies to problems arising from decomposition
approaches (Benders, Lagrangian, Column generation) or to equilibrium
problems, or to cutting plane approaches to difficult mathematical
programming problems (e.g., some SDP's). In view of the wide range of
applications, Prox-Accpm is conceived as a parametizable solver. It is
written in {\sc matlab}, but some routines are written in {\sc C}. All
developments are tested against families of benchmark problems: Column
generation (cutting stock, linear separation in data mining),
Lagrangian relaxations (p-median, unit commitment, nonlinear
multi-commodity flow), equilibria (two-person games, traffic
equilibria), nonlinear convex problems (optimization on positive
polynomials, quadratically constrained problems) etc. Prox-Accpm can
be used as a standalone binary version to be included in any standard
program for user-specific purposes.
--
Matthew Saltzman
Clemson University Math Sciences
mjs at clemson.edu
http://www.math.clemson.edu/~mjs
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