Extended formulations in mixed integer conic quadratic programming.
Juan Pablo VielmaIain DunningJoey HuchetteMiles LubinPublished in: Math. Program. Comput. (2017)
Keyphrases
- quadratic programming
- mixed integer
- quadratic program
- valid inequalities
- linear programming
- linear program
- feasible solution
- finds an optimal solution
- optimal solution
- mixed integer programming
- interior point methods
- convex hull
- lot sizing
- cutting plane
- support vector machine
- continuous variables
- ls svm
- decision trees
- np hard
- bayesian networks