25. Mixed Integer Programming 2

이 장에서는 Integer Programming(IP)에서 가장 핵심적인 알고리즘이라고 할 수 있는 cutting plane 알고리즘과 이를 실용적으로 구현한 branch and cut 알고리즘에 대해서 살펴본다.

또한, Integer Programming의 예시로 best subset selection과 Least mean squares에 대해서 살펴보도록 하겠다.

Reference

• Belotti, Kirches, Leyer, Linderoth, Luedke, and Mahajan (2012), “Mixed-integer nonlinear optimization”
• Bertsimas and Mazumder (2016), “Best subset selection via a modern optimization lens”
• Bertsimas, King, and Mazumder (2014), “Least quantile regression via modern optimization”
• Conforti, Cornuejols, and Zambelli (2014), “Integer programming”
• Wolsey (1998), “Integer programming”

• 25-01 Cutting Planes
• 25-01-01 Convexification
• 25-01-02 Cutting plane algorithm
• 25-01-03 Gomory cuts (1958)
• 25-01-04 Branch and cut algorithm
• 25-02 Two extended examples
• 25-02-01 Best subset selection
• 25-02-02 Least mean squares