Robust Quadratic Programming with Mixed-Integer Uncertainty.
Areesh MittalCan GokalpGrani A. HanasusantoPublished in: INFORMS J. Comput. (2020)
Keyphrases
- quadratic programming
- mixed integer
- quadratic program
- linear programming
- second order cone program
- linear program
- feasible solution
- lot sizing
- optimal solution
- cutting plane
- interior point methods
- convex hull
- continuous variables
- machine learning
- ls svm
- mathematical model
- support vector machine
- convex optimization
- active learning
- objective function
- bayesian networks