Polyhedral approximation in mixed-integer convex optimization.
Miles LubinEmre YamangilRussell BentJuan Pablo VielmaPublished in: Math. Program. (2018)
Keyphrases
- convex optimization
- mixed integer
- convex sets
- convex hull
- quadratic program
- linear program
- interior point methods
- lot sizing
- feasible solution
- linear programming problems
- cutting plane
- optimal solution
- primal dual
- convex functions
- continuous variables
- valid inequalities
- total variation
- convex optimization problems
- computational complexity
- learning algorithm