On LP-based approximation for copositive formulation of stable set problem.
Katsuya TonoPublished in: JSIAM Lett. (2015)
Keyphrases
- lp norm
- asset liability management
- linear programming
- quadratic programming
- lp relaxation
- mixed integer
- linear program
- integrality gap
- special case
- valid inequalities
- linear programming relaxation
- error bounds
- integer program
- optimal solution
- quadratic program
- closed form
- approximation algorithms
- data sets
- upper bound
- stochastic programming
- sparse approximation
- stage stochastic programs
- column generation
- semidefinite programming
- constant factor
- objective function
- reinforcement learning