(Bilevel) optimization, data analysis and forecasting
     Southampton, 3 - 4 July, 2017

Pietro Belotti is one of the developers of the FICO-Xpress optimization suite, one of the leading solvers of optimization problems. His research interests lie in Mixed Integer Nonlinear Programming, Robust Optimization, and Network Optimization. Prior to joining FICO in 2013, he worked at Carnegie Mellon University, Lehigh University, and Clemson University. He collaborates with researchers in several universities on topics including bound reduction in optimization problems, solution methods for multiobjective optimization, optimal pedigree selection in forest management, and others.

TITLE OF TALK: Modeling and optimization of large-scale industrial problems

ABSTRACT: Solving practical optimization problems in industry requires sophisticated software that can scale to possibly millions of variables and constraints. Leading commercial optimization software packages provide robust, fast solvers, but also tools for simulation, visualization, and modeling, for a more streamlined path from problem to solution. I will briefly present the features of one such software package, the Xpress optimization suite, and discuss in depth some of its main optimization algorithms, as well as other parts of the optimization stack.

School of Mathematical Sciences, University of Southampton