Locally ideal formulations for piecewise linear functions with indicator variables.
Srikrishna SridharJeff T. LinderothJames R. LuedtkePublished in: Oper. Res. Lett. (2013)
Keyphrases
- piecewise linear functions
- mixed integer programming
- logistic regression
- column generation
- production planning
- decision trees
- mixed integer
- support vector
- search algorithm
- lot sizing
- decision making
- lower bound
- dynamic programming
- loss function
- random variables
- machine learning
- directed acyclic graph
- hidden variables