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Second-order cone programming - Wikipedia A hierarchy of convex optimization problems (LP: linear program, QP: quadratic program, SOCP second-order cone program, SDP: semidefinite program, CP: cone program ) When for , the SOCP reduces to a linear program When for , the SOCP is equivalent to a convex quadratically constrained linear program Convex quadratically constrained quadratic programs can also be formulated as SOCPs by
Constraint programming - Wikipedia Constraint programming Constraint programming (CP)[1] is a paradigm for solving combinatorial problems that draws on a wide range of techniques from artificial intelligence, computer science, and operations research In constraint programming, users declaratively state the constraints on the feasible solutions for a set of decision variables
Limited-memory BFGS - Wikipedia Limited-memory BFGS (L-BFGS or LM-BFGS) is an optimization algorithm in the collection of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno algorithm (BFGS) using a limited amount of computer memory [1] It is a popular algorithm for parameter estimation in machine learning [2][3] The algorithm's target problem is to minimize over unconstrained values of the