Solving Mixed-Integer Semidefinite Programs
Presenter
April 24, 2023
Abstract
Mixed-integer semidefinite programs form an interesting generalization
of mixed-integer linear programs with many applications. Here, some of
the variables of a semidefinite program are required to be
integer. This talk will introduce new methods as well as techniques
that can be generalized from the linear to the semidefinite
world. This includes presolving methods, e.g., fixing of variables,
bound strengthening etc. Moreover, handling of symmetries and conflict
analysis can be adapted and have a positive impact on the
performance. The talk will also try to highlight the differences
between the linear and semidefinite setting. The impact of the methods
will be illustrated computationally, using SCIP-SDP, an open-source
solver for mixed-integer semidefinite programs based on SCIP.