Industrial Engineering and Economics News
Mr. Ken Kobayashi (Fujutsu Laboratories) of Nakata Lab. received the Excellent Presentation Award of Workshop on Optimization and its Applications (OPTA).
A mixed-integer semidefinite optimization (MISDO) problem is an optimization problem that involves both positive semidefinite constraints and integrality constraints, and it is well known that various decision-making problems can be formulated as MISDO problems. In this research, we proposed a cutting-plane algorithm and branch-and-cut algorithm for solving MISDO problems, and our experimental results demonstrated that our proposed algorithms delivered superior performance compared with other existing MISDO solvers.