Loading...
 

Introductory Mathematical Programming for EC

Description

Global optimization of complex models has been for several decades approached by means of formal algorithms as well as Mathematical Programming (MP) (often branded as Operations Research, yet strongly rooted at Theoretical CS), and simultaneously has been treated by a wide range of dedicated heuristics (frequently under the label of Soft Computing) – where EC resides. The former is applicable when explicit modeling is available, whereas the latter is typically utilized for simulation- or experimentation-based optimization (but also applicable for explicit models). These two branches complement each other, yet practically studied under two independent CS disciplines. It is widely recognized nowadays that EC scholars become stronger, better-equipped researchers when obtaining knowledge on this so-called "optimization complement". In other words, the claim that our EC education should encompass basic MP is untenable at present times, and this tutorial aims at bridging the gap for our community's scholars.

The tutorial comprises three parts, aiming to introduce basic MP for EC audience.
(*) The first part presents the fundamentals of MP. It overviews mathematical optimization and outlines its taxonomy when classified by the underlying model: convex optimization (linear programs (pure-LP) and non-linear programs), versus combinatorial optimization (integer and mixed-integer linear programs M)ILP), integer quadratic programs (IQP. It then discusses some of the theoretical aspects, such as polyhedra and the duality theorems. It covers selected algorithms for the major classes of problems: Dantzig's Simplex for pure-LP, Ellipsoid for convex models, and Branch-and-Bound for integer programming.
(**) The second part focuses on MP in practice. The tutorial presents the principles of MP modeling, with emphasis on the roles of constraints and auxiliary/dummy decision variables in MP. It is compared to equivalent modeling for bio-inspired heuristics, which is formed differently with respect to such components.
(***) The third part constitutes an interactive demo session of problem-solving. We plan to model in a precept-style, using ILOG Studio's OPL, several ILP benchmark problems, including the basic Knapsack, Markowitz portfolio, N-queens, and the Traveling Salesman Problem – as a demonstration of practical problem-solving by means of mathematical optimization.


Organizers

Ofer Shir
Ofer Shir is an Associate Professor of Computer Science at Tel-Hai College and a Principal Investigator at Migal-Galilee Research Institute – both located in the Upper Galilee, Israel. Ofer Shir holds a BSc in Physics and Computer Science from the Hebrew University of Jerusalem, Israel (conferred 2003), and both MSc and PhD in Computer Science from Leiden University, The Netherlands (conferred 2004, 2008; PhD advisers: Thomas Bäck and Marc Vrakking). Upon his graduation, he completed a two-years term as a Postdoctoral Research Associate at Princeton University, USA (2008-2010), hosted by Prof. Herschel Rabitz in the Department of Chemistry – where he specialized in computational aspects of experimental quantum systems. He then joined IBM-Research as a Research Staff Member (2010-2013), which constituted his second postdoctoral term, and where he gained real-world experience in convex and combinatorial optimization as well as in decision analytics. His current topics of interest include Statistical Learning within Optimization and Deep Learning in Practice, Self-Supervised Learning, Algorithmically-Guided Experimentation, Combinatorial Optimization and Benchmarking (White/Gray/Black-Box), Quantum Optimization and Quantum Control.