Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations.
Ruth MisenerChristodoulos A. FloudasPublished in: Math. Program. (2012)
Keyphrases
- piecewise linear
- global optimization
- mixed integer
- quadratically constrained quadratic
- linear program
- interior point methods
- semidefinite programming
- linear programming
- convex optimization
- dynamic programming
- feasible solution
- particle swarm optimization
- kernel learning
- optimal solution
- primal dual
- convex hull
- semidefinite
- lot sizing
- valid inequalities
- continuous variables
- pso algorithm
- hyperplane
- np hard
- lower bound
- objective function
- quadratic program
- total variation
- machine learning
- em algorithm
- probabilistic model
- training data