A multiplicative weights update algorithm for MINLP.

Luca Mencarelli Youcef Sahraoui Leo Liberti

Published in: EURO J. Comput. Optim. (2017)

Keyphrases

dynamic programming
learning algorithm
optimal solution
computational complexity
search space
cost function
np hard
probabilistic model
linear programming
expectation maximization
objective function
worst case
mathematical model
convergence rate
nonlinear programming
maximum flow