Quadratic convex reformulation for quadratic programming with linear on-off constraints.
Baiyi WuDuan LiRujun JiangPublished in: Eur. J. Oper. Res. (2019)
Keyphrases
- quadratic programming
- quadratic program
- karush kuhn tucker
- linear constraints
- linear programming
- equality constraints
- mixed integer
- interior point methods
- constrained minimization
- line search
- semidefinite
- quadratic function
- linear program
- objective function
- newton method
- constrained optimization
- probabilistic model
- support vector machine
- pairwise
- optimal solution
- computational complexity
- lower bound
- nonlinear programming
- dynamic programming
- maximum margin
- ls svm
- cross validation