Monday, October 25, 2010
(ZIB) Konrad-Zuse-Zentrum für Informationstechnik Berlin
Lecture - 14:15
This lecture gives a survey of the most important methods for the solution of linear programs, including a brief historical account. I will indicate which algorithms are today considered the best or most suitable for the solution of large-scale LPs.
Colloquium - 16:00
This talk deals with the MIP solving framework SCIP, one of the fastest non-commercial MIP solvers. After an overview of the solving process, we go into detail about some of the most important parts of the solver, that are crucial for its performance, like branching rules and cutting plane separation. We conclude with the presentation of some extensions of SCIP, and focus on one that performs a decomposition of the problem and then solves it with a generic Branch-Cut-and-Price approach.