Shuvomoy Das Gupta
Modeling an optimization problem: What type of optimization models are practically tractable?
(Mixed) Integer Linear Programs: basic
(Mixed) Integer Linear Programs: exploiting structure to speed things up
Nonlinear optimization problems: convex and beyond
At present the following types of problems are practically tractable. Whenever we are modeling an optmization problem, we should try to ensure that our model is one of the following:
Linear programs (LP)
Quadratic convex programs (QCP)
Second order cone programs (SOCP)
Semidefinite programs (SDP)
Mixed-integer linear programs (MILP)
Second order cone programs (SOCP)
Semidefinite programs (SDP)
Mixed-integer linear programs (MILP)