Tutte seminar - Daniel Bienstock - note time change

Solving Quadratically Constrained Quadratic Programs

Abstract:

Quadratically constrained quadratic programs have attracted theoretical interest for some time, especially in the special case of the trust-region subproblem and as a special case of polynomial optimization problems. QCQPs can be very difficult optimization problems, with behavior incorporating nasty characteristics of discrete optimization problems as well as very difficult numerics, and in some applications, large size. Currently, a compelling application focuses on the computation of power flows in electrical transmission systems. In this talk we will focus on recent theoretical and algorithmic developments and will also provide an overview of parts of the field.