Since version 12.6.0, CPLEX includes a global solver for quadratic programs and mixed integer quadratic programs with non-convex objective functions. We will review the algorithm employed by CPLEX and present some more recent advances in developing new classes of cutting planes in CPLEX specifically devised for the problem.
Biographie : I am working for IBM as part of the research and development team of the CPLEX Optimizer and on-leave from a permanent research position in CNRS (France). I received my Ph.D. In 2003 from Université Paris 6, in the field of Computer Sciences and Operations Research. From 2004 to 2007, I have been a post-doctoral fellow in the Tepper School of Business at Carnegie Mellon University and then in the Math Department of IBM research. In joined CNRS in 2008 on a permanent research position and have been on leave at IBM since 2013. I am author or co-author of more than 20 papers in top refereed journals and conferences (Math. Programming, Operations Research, IPCO, SODA, INFORMS Journal on computing, ...). I am the project manager of the open source solver Bonmin (www.coin-or.org/Bonmin), and associate editor of EJCO. Together with my co-authors, I received in 2010 the top cited paper award of the journal Discrete Optimization for the paper describing the algorithms in Bonmin. In 2011, I have also been awarded a Google Research Focused Award.
Bienvenue à tous!