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  • Mar
    10

    IEMS Seminar: Generalized Surrogate Duality for Mixed-Integer Nonlinear Programs

    Department of Industrial Engineering and Management Sciences

    11:00 AM M228, Technological Institute

    EVENT DETAILS

    Andrea Lodi
    Polytechnique Montréal

    Title: Generalized Surrogate Duality for Mixed-Integer Nonlinear Programs

    Abstract: The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global optimality with spatial branch-and-bound is a tight, computationally tractable relaxation. Due to both theoretical and practical considerations, these relaxations are usually required to be convex. Nonetheless, current optimization solvers can often handle a moderate presence of non-convexities efficiently, which opens the door for the use of potentially tighter non-convex relaxations. One way to construct such a relaxation is by aggregating nonlinear constraints of the problem into a single non-convex constraint. The resulting relaxation is called surrogate relaxation, which is similar to the well-known Lagrangian relaxation but provides stronger dual bounds in general. In this talk, we make use of the surrogate dual in a non-convex setting and show the benefits and challenges such relaxation can have in general MINLPs. Additionally, we present a generalization of the surrogate relaxation that allows for multiple aggregations of non-convex constraints. Based on a known Benders-type approach, we present an algorithm that can solve our generalized surrogate relaxation, along with several computational enhancements for improving its practical performance. Finally, we conduct extensive computational experiments on instances of the MINLPLib using the global solver SCIP. (Joint work with Maxime Gasse, Ambros Gleixner, Benjamin Müller, Gonzalo Muñoz)

    Biography: 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 and his work has received several recognitions including the IBM and Google faculty awards. He is author of more than 100 publications in the top journals of the field of Mathematical Optimization and Data Science. He serves as Editor for several prestigious journals in the area. He has been network coordinator and principal investigator of two large EU projects/networks, and, since 2006, consultant of the IBM CPLEX research and development team. Finally, Andrea Lodi is co-principal investigator of the project "Data Serving Canadians: Deep Learning and Optimization for the Knowledge Revolution", recently generously funded by the Canadian Federal Government under the Apogée Programme and scientific co-director of IVADO, the Montréal Institute for Data Valorization.

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    TIME Tuesday, March 10, 2020 at 11:00 AM - 12:00 PM

    LOCATION M228, Technological Institute    map it

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    CONTACT Agnes Kaminski    a-kaminski@northwestern.edu EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences

  • Jan
    20

    IEMS Seminar 1/20 Yonatan Mintz Winter 2026

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM A230, Technological Institute

    EVENT DETAILSmore info

    TIME Tuesday, January 20, 2026 at 11:00 AM - 12:00 PM

    LOCATION A230, Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • Jan
    27

    IEMS Seminar 1/27 Bryon Aragam Winter 2026

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM TBD, Technological Institute

    EVENT DETAILSmore info

    TIME Tuesday, January 27, 2026 at 11:00 AM - 12:00 PM

    LOCATION TBD, Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • Feb
    3

    IEMS Seminar 02/03 Kibaek Kim Winter 2026

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM TBD, Technological Institute

    EVENT DETAILSmore info

    TIME Tuesday, February 3, 2026 at 11:00 AM - 12:00 PM

    LOCATION TBD, Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • Feb
    10

    IEMS Seminar 2/10 Feng Ruan Winter 2026

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM TBD, Technological Institute

    EVENT DETAILSmore info

    TIME Tuesday, February 10, 2026 at 11:00 AM - 12:00 PM

    LOCATION TBD, Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • Feb
    17

    IEMS Nemhauser and Nelson Best Student Paper Seminar

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM Technological Institute

    EVENT DETAILS

    TIME Tuesday, February 17, 2026 at 11:00 AM - 12:00 PM

    LOCATION Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • Mar
    3

    IEMS Seminar 03/03 Shane Henderson Winter 2026

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM TBD, Technological Institute

    EVENT DETAILSmore info

    TIME Tuesday, March 3, 2026 at 11:00 AM - 12:00 PM

    LOCATION TBD, Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • Mar
    10

    IEMS Seminar 3/10 Nabarun Deb Winter 2026

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM TBD, Technological Institute

    EVENT DETAILSmore info

    TIME Tuesday, March 10, 2026 at 11:00 AM - 12:00 PM

    LOCATION TBD, Technological Institute    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)