Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation.
Mahdi HamzeeiJames R. LuedtkePublished in: J. Glob. Optim. (2014)
Keyphrases
- mixed integer
- continuous relaxation
- quadratic program
- convex hull
- cutting plane
- lot sizing
- linear program
- optimal solution
- feasible solution
- knapsack problem
- linear programming
- continuous variables
- linear constraints
- mixed integer programming
- evolutionary algorithm
- learning algorithm
- higher dimensional
- linear programming problems
- optimization problems
- quadratic programming
- worst case
- valid inequalities
- probability distribution
- maximum margin
- total variation
- computationally expensive