The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables.
Shaoning HanAndrés GómezAlper AtamtürkPublished in: Oper. Res. Lett. (2022)
Keyphrases
- quadratic program
- stochastic dynamic programming
- semi definite programming
- equivalence relationship
- semidefinite programming
- optimal solution
- linear program
- linear programming
- mixed integer
- convex optimization
- lower bound
- random variables
- worst case
- maximum margin
- quadratic programming
- linear constraints
- least squares
- active learning
- pairwise
- bayesian networks