Ken Kobayashi of the Nakata Lab. receives the Excellent Presentation Award of Workshop on Optimization and its Applications (OPTA)

Mr. Ken Kobayashi (Fujutsu Laboratories) of Nakata Lab. received the Excellent Presentation Award of Workshop on Optimization and its Applications (OPTA).

Presenter

Ken Kobayashi

Title

A Branch-and-Cut Algorithm for Solving Mixed-integer Semidefinite Optimization Problems

Adviser

Associate Prof. Kazuhide Nakata

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.