Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs.
Xiaojin ZhengXiaoling SunDuan LiXueting CuiPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- quadratic program
- quadratic programming
- mixed integer
- linear programming
- optimal solution
- linear program
- feasible solution
- support vector machine
- lot sizing
- convex hull
- ls svm
- metaheuristic
- linear constraints
- decomposition algorithm
- tabu search
- variable selection
- continuous variables
- primal dual
- high dimensional
- decomposition method
- machine learning