An efficient algorithm for mixed integer semidefinite optimisation.

Camile Rowe Jan M. Maciejowski

Published in: ACC (2003)

Keyphrases

mixed integer
optimal solution
learning algorithm
dynamic programming
search space
np hard
objective function
computational complexity
worst case
linear programming
semidefinite programming
lot sizing
linear program
convergence rate
semidefinite
parameter estimation
generative model
maximum likelihood
training data