Linear System Identification via EM with Latent Disturbances and Lagrangian Relaxation.
Jack UmenbergerJohan WågbergIan R. ManchesterThomas B. SchönPublished in: CoRR (2016)
Keyphrases
- lagrangian relaxation
- integer programming
- branch and bound algorithm
- lower bound
- column generation
- feasible solution
- np hard
- linear programming
- dynamic programming
- lower and upper bounds
- dual decomposition
- relaxation algorithm
- expectation maximization
- capacity constraints
- computational complexity
- lagrangian heuristic
- em algorithm
- network design problem
- shortest path
- special case
- mixed integer linear programs
- neural network
- single machine scheduling problem
- image segmentation
- latent variables
- maximum likelihood
- optimal solution
- mixed integer
- quadratic programming
- branch and bound
- tabu search
- np complete
- probabilistic model
- high dimensional
- search algorithm