Interior Point Solving for LP-based prediction+optimisation.
Jayanta MandiTias GunsPublished in: CoRR (2020)
Keyphrases
- interior point
- linear programming
- linear programming problems
- linear complementarity problem
- interior point methods
- linear program
- primal dual
- semidefinite programming
- lp relaxation
- simplex method
- quadratic programming
- convex optimization
- semidefinite
- nonnegative matrix factorization
- optimal solution
- linear systems
- prediction model
- dynamic programming
- integer program
- quadratic program
- column generation
- genetic algorithm
- message passing
- approximation algorithms
- feasible solution
- global constraints
- integer programming
- worst case
- least squares
- np hard
- feature space
- objective function