Interior Point Solving for LP-based prediction+optimisation.
Jayanta MandiTias GunsPublished in: NeurIPS (2020)
Keyphrases
- interior point
- linear programming problems
- linear programming
- linear complementarity problem
- linear program
- interior point methods
- primal dual
- lp relaxation
- simplex method
- convex optimization
- semidefinite programming
- quadratic programming
- nonnegative matrix factorization
- column generation
- semidefinite
- optimal solution
- solving problems
- quadratic program
- multiple objectives
- feasible solution
- linear systems
- integer program
- prediction model
- mixed integer
- genetic algorithm
- knapsack problem
- approximation algorithms
- np hard
- multi objective