活动

Organizers: Shenzhen Research Institute of Big Data (深圳市大数据研究院 in Chinese)

                     Shenzhen International Center for Industrial and Applied Mathematics (深圳国际工业与应用数学中心 in Chinese)

Speaker: Prof. Weikun Chen

Talk title: Cutting planes in mixed integer programming problems

Talk abstract: Cutting planes play a crucial role in solving mixed integer programming (MIP) problems. In this talk, we will introduce two cutting planes and their implementations into a MIP solver. The first one is the mixing cut, which is recognized as the most effective cut for solving the MIP formulations of chance constrained programs, especially for those in which the uncertainty appears only in the right-hand side. The second one is derived from the integer knapsack cover polyhedron using sequential lifting and dominates the well-known mixed integer rounding cut under certain conditions. Numerical results are presented to demonstrate the effectiveness of the two cuts in solving MIPs.

Bio: Wei-Kun Chen received the B.Sc. degree in information and computing science from Sun Yat-Sen University, China, in 2014, and the Ph.D. degree in computational mathematics from the Chinese Academy of Sciences (CAS), Beijing, China, in 2019. In 2019, he joined the School of Mathematics and Statistics, Beijing Institute of Technology, where he is currently an Assistant Professor. His main research interests are mixed integer programming and its applications to wireless communications. He has published papers in many journals such as SIAM Journal on Optimization, IEEE Journal on Selected Areas in Communications, IEEE Transactions on Network and Service Management, Journal of Global Optimization, EURO Journal on Computational Optimization.

Room: DY103, The Chinese University of Hong Kong, Shenzhen, China

Time: 10:00 – 11:00 AM, Jan. 6^th, 2023 （Beijing time）

Zoom Meeting ID: 917 8725 1036  (Passcode: 452979)

Video Link：Cutting planes in mixed integer programming problems_哔哩哔哩_bilibili

Slide:2023_01_06_Wei-Kun Chen.pdf