Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints.

Dimitris Bertsimas Ryan Cory-Wright Jean Pauphilet

Published in: Oper. Res. (2022)

Keyphrases

constrained optimization
optimization algorithm
constraint programming
optimization process
data sets
global optimization
optimization problems
constraint satisfaction
straight line
modeling language
penalty function
lagrange multipliers
rank constraint
scaled orthographic