Online Mixed-Integer Optimization in Milliseconds.
Dimitris BertsimasBartolomeo StellatoPublished in: INFORMS J. Comput. (2022)
Keyphrases
- mixed integer
- global optimization problems
- quadratic program
- linear program
- convex hull
- feasible solution
- benders decomposition
- lot sizing
- optimal solution
- optimization algorithm
- global optimization
- continuous relaxation
- lagrangian heuristic
- mixed integer program
- second order cone program
- network design problem
- continuous variables
- optimization problems
- combinatorial optimization
- differential evolution
- totally unimodular
- objective function