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Heaviside Composite Optimization and Complementarity Constraints by Progressive Integer Programming

Erwin Schrödinger International Institute for Mathematics and Physics (ESI) via YouTube

Overview

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Explore a groundbreaking approach to solving complex optimization problems in this 30-minute conference talk from the "One World Optimization Seminar in Vienna" workshop. Delve into the world of Heaviside composite functions and complementarity constraints, understanding their significance in various optimization scenarios. Learn about the innovative Progressive Integer Programming (PIP) method, which effectively leverages existing solver capabilities to tackle challenges beyond their normal scope. Discover how this elementary yet powerful technique can be applied to a wide range of nonconvex optimization problems, including those involving Heaviside composite functions and complementarity constraints. Gain insights from extensive computational results that demonstrate the promising potential of PIP in advancing the field of optimization.

Syllabus

Jong-Shi Pang - Heaviside composite optimization and complementarity constraints by a progressive...

Taught by

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

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