Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming.
Sina ModaresiMustafa R. KilinçJuan Pablo VielmaPublished in: Oper. Res. Lett. (2015)
Keyphrases
- quadratic programming
- mixed integer
- quadratic program
- linear programming
- valid inequalities
- linear program
- feasible solution
- optimal solution
- finds an optimal solution
- cutting plane
- mixed integer programming
- lot sizing
- convex hull
- interior point methods
- support vector machine
- column generation
- continuous variables
- bayesian networks
- sample size
- least squares
- ls svm
- scheduling problem
- np hard
- feature extraction
- data sets