A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization.
Oliver ExlerThomas LehmannKlaus SchittkowskiPublished in: Math. Program. Comput. (2012)
Keyphrases
- mixed integer
- optimization problems
- quadratic program
- global optimization problems
- convex optimization
- global optimization
- sequential quadratic programming
- linear program
- computationally efficient
- computationally expensive
- lot sizing
- learning algorithm
- combinatorial optimization
- knapsack problem
- linear constraints
- cutting plane
- reinforcement learning
- benders decomposition
- training data
- continuous relaxation