Dan Steffy
Zuse Institute Berlin

Advances in Exact Precision Mathematical Programming
Abstract
Linear
and mixed-integer programming are powerful tools for modeling and
solving a wide range of decision problems. Despite their widespread use,
few available software packages provide any guarantee of correct
answers. Possible inaccuracy is caused by the use of floating-point
numbers. This talk will present new results related to efficiently
solving linear and mixed-integer programming problems exactly over the
rational numbers. Relying entirely on exact arithmetic can cause a
prohibitive slowdown, so we make use of hybrid symbolic-numeric
computation. In this paradigm algorithms are designed to use fast
inexact arithmetic for many operations and then correct or verify the
results using safe or exact computation. We study fast methods for
sparse exact linear algebra, which arises as a bottleneck when solving
linear programming problems exactly. Additionally, a new method for
computing valid linear programming bounds is introduced and proven
effective as a subroutine for solving mixed-integer programming problems
exactly. Extensive computational results are presented for each topic.
(Includes joint work with W. Cook, T. Koch and K. Wolter)
Friday, February 11, 2011
3:30 – 4:30 P.M.
372 Science and Engineering Building
(Refreshments at 3:00-3:30 PM in the kitchen area adjacent to 368 SEB)