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switching variables

Quadratic Optimization with Switching Variables: The Convex Hull for n=2

Published: 2020/02/10
  • Kurt M. Anstreicher
  • Samuel Burer
  • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Theory, Semi-definite Programming Tags convex hull, perspective cone, quadratic programming, semidefinite programming, switching variables

    We consider quadratic optimization in variables (x,y), 0

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    alternating direction method of multipliers approximation algorithms augmented lagrangian method bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity compressed sensing conic optimization convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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