Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2
- Submitting institution
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Imperial College of Science, Technology and Medicine
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 2173
- Type
- D - Journal article
- DOI
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10.1080/10556788.2014.916287
- Title of journal
- Optimization Methods and Software
- Article number
- -
- First page
- 215
- Volume
- 30
- Issue
- 1
- ISSN
- 1029-4937
- Open access status
- Out of scope for open access requirements
- Month of publication
- April
- Year of publication
- 2014
- URL
-
-
- Supplementary information
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10.1080/10556788.2014.916287
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- Yes
- Number of additional authors
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2
- Research group(s)
-
-
- Citation count
- 23
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- We prove necessary and sufficient conditions for good cutting planes. Our corresponding implementation made our solver software GloMIQO the best in exact quadratic programming until two years later when Dr Pierre Bonami of IBM implemented a similar algorithm for the CPLEX solver. GloMIQO sells 10-20 commercial licenses yearly through the GAMS Development Corporation (https://www.gams.com/latest/docs/S_GLOMIQO.html), and users include BASF and ExxonMobil. Dr Bonami thereafter partnered with my lab and supported my PhD student Radu Baltean-Lugojan in receiving an IBM PhD Fellowship. This collaboration with IBM resulted in a journal paper submission to Mathematical Programming Computation on quadratically-constrained optimisation (http://www.optimization-online.org/DB_FILE/2018/11/6943.pdf).
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -