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  2. Quadratic unconstrained binary optimization - Wikipedia

    en.wikipedia.org/wiki/Quadratic_unconstrained...

    Quadratic unconstrained binary optimization (QUBO), also known as unconstrained binary quadratic programming (UBQP), is a combinatorial optimization problem with a wide range of applications from finance and economics to machine learning. [1]

  3. Quadratic programming - Wikipedia

    en.wikipedia.org/wiki/Quadratic_programming

    Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constraints on the variables.

  4. HiGHS optimization solver - Wikipedia

    en.wikipedia.org/wiki/HiGHS_optimization_solver

    HiGHS is open-source software to solve linear programming (LP), mixed-integer programming (MIP), and convex quadratic programming (QP) models. [1] Written in C++ and published under an MIT license, HiGHS provides programming interfaces to C, Python, Julia, Rust, R, JavaScript, Fortran, and C#. It has no external dependencies.

  5. Sequential minimal optimization - Wikipedia

    en.wikipedia.org/wiki/Sequential_minimal...

    Sequential minimal optimization (SMO) is an algorithm for solving the quadratic programming (QP) problem that arises during the training of support-vector machines (SVM). It was invented by John Platt in 1998 at Microsoft Research. [1] SMO is widely used for training support vector machines and is implemented by the popular LIBSVM tool.

  6. File:Sequential Quadratic Programming schematic.pdf

    en.wikipedia.org/wiki/File:Sequential_Quadratic...

    You are free: to share – to copy, distribute and transmit the work; to remix – to adapt the work; Under the following conditions: attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made.

  7. Convex optimization - Wikipedia

    en.wikipedia.org/wiki/Convex_optimization

    Linear programming problems are the simplest convex programs. In LP, the objective and constraint functions are all linear. Quadratic programming are the next-simplest. In QP, the constraints are all linear, but the objective may be a convex quadratic function. Second order cone programming are more general. Semidefinite programming are more ...

  8. Branch and bound - Wikipedia

    en.wikipedia.org/wiki/Branch_and_bound

    The following is the skeleton of a generic branch and bound algorithm for minimizing an arbitrary objective function f. [3] To obtain an actual algorithm from this, one requires a bounding function bound, that computes lower bounds of f on nodes of the search tree, as well as a problem-specific branching rule.

  9. Quadratic pseudo-Boolean optimization - Wikipedia

    en.wikipedia.org/wiki/Quadratic_pseudo-Boolean...

    If the coefficients of the quadratic terms satisfy the submodularity condition (,) + (,) (,) + (,)then the function can be efficiently optimised with graph cut optimization.It is indeed possible to represent it with a non-negative weighted graph, and the global minimum can be found in polynomial time by computing a minimum cut of the graph, which can be computed with algorithms such as Ford ...