Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming.
Xiaoyi GuShabbir AhmedSantanu S. DeyPublished in: SIAM J. Optim. (2020)
Keyphrases
- augmented lagrangian
- quadratic programming
- linear programming problems
- linear programming
- mixed integer
- linear program
- duality gap
- feasible solution
- interior point methods
- primal dual
- quadratic program
- optimal solution
- cutting plane
- column generation
- convex optimization
- constrained optimization problems
- constrained optimization
- dynamic programming
- objective function
- lot sizing
- total variation
- np hard
- nonlinear programming
- semidefinite programming
- ls svm
- machine learning
- image denoising
- multistage
- feature extraction