Online Mixed-Integer Optimization in Milliseconds.
Dimitris BertsimasBartolomeo StellatoPublished in: CoRR (2019)
Keyphrases
- mixed integer
- global optimization problems
- quadratic program
- linear program
- feasible solution
- optimal solution
- continuous relaxation
- convex hull
- lot sizing
- benders decomposition
- optimization algorithm
- optimization problems
- network design problem
- combinatorial optimization
- learning algorithm
- continuous variables
- mixed integer program
- np hard
- lagrangian heuristic
- semi supervised