Lagrangian decomposition of block-separable mixed-integer all-quadratic programs.
Ivo NowakPublished in: Math. Program. (2005)
Keyphrases
- mixed integer
- quadratic program
- optimal solution
- linear program
- feasible solution
- lot sizing
- lagrangian dual
- lagrangian relaxation
- convex hull
- linear programming
- decomposition algorithm
- linear constraints
- approximation algorithms
- quadratic programming
- objective function
- convex optimization
- maximum margin
- decomposition method
- continuous variables
- machine learning
- feature extraction