Differentiable Optimization of Generalized Nondecomposable Functions using Linear Programs.
Zihang MengLopamudra MukherjeeYichao WuVikas SinghSathya N. RaviPublished in: NeurIPS (2021)
Keyphrases
- linear program
- semi infinite
- convex functions
- stochastic programming
- linear programming
- objective function
- optimization problems
- column generation
- quadratic program
- simplex method
- optimal solution
- primal dual
- dynamic programming
- mixed integer
- integer program
- interior point methods
- linear inequalities
- global optimization
- quadratic programming
- optimization algorithm
- linear programming problems
- nonlinear programming
- loss function
- mathematical programming
- optimization method
- extreme points
- mixed integer linear program
- strongly polynomial
- market equilibrium
- nelder mead
- semidefinite
- interior point
- simplex algorithm
- evolution strategy
- np hard