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Methodologies: Optimization

Jon Lee

Professor, Industrial & Operations Engineering

Professor Lee’s research focus is on nonlinear discrete optimization (NDO). Many practical engineering problems have physical aspects which are naturally modeled through smooth nonlinear functions, as well as design aspects which are often modeled with discrete variables. Research in NDO seeks to marry diverse techniques from classical areas of optimization, for example methods for smooth nonlinear optimization and methods for integer linear programming, with the idea of successfully attacking natural NDO models for practical engineering problems.

A small example illustrating an outer-approximation algorithm for a mixed-integer nonlinear optimization problem.

A small example illustrating an outer-approximation algorithm for a mixed-integer nonlinear optimization problem.