Index

A | B | C | D | E | F | G | H | I | J | L | M | N | O | P | Q | R | S | T | U | V

A

algorithm
approximation, [1]
approximation
algorithm, [1]
correlation matrix
asset
see portfolio optimization
assignment problem

B

basic
solution
basis identification
bound
constraint, [1], [2]
linear optimization
variable, [1], [2]

C

callback
CBF format
certificate
dual, [1], [2]
primal, [1], [2]
Cholesky factorization
complementarity
cone
dual
quadratic, [1]
rotated quadratic, [1]
semidefinite, [1]
conic optimization, [1]
infeasibility
interior-point
modelling
termination criteria
conic quadratic optimization
constraint
bound, [1], [2]
linear optimization
matrix, [1]
modelling
correlation matrix, [1]
approximation
covariance matrix
see correlation matrix
cut

D

denoising
dense
matrix
determinant
determinism, [1]
dual
certificate, [1], [2]
cone
feasible
infeasible, [1], [2], [3]
problem, [1], [2]
solution, [1]
variable, [1]
duality
conic
gap
linear
semidefinite
dualizer

E

efficient frontier
eliminator
ellipsoid
error
optimization
errors
exceptions
expression
modelling

F

factor model, [1]
feasibility problem
feasible
dual
primal, [1], [2]
problem
format
CBF
LP
MPS
OPF
OSiL
json
sol
task
Frobenius norm
Fusion
reformulation

G

gap
duality
geometric mean

H

hot-start

I

I/O
infeasibility, [1], [2], [3]
conic optimization
linear optimization
semidefinite
infeasible
dual, [1], [2], [3]
primal, [1], [2], [3], [4], [5]
problem, [1], [2], [3]
information item, [1]
installation
IronPython
Mono
Visual Studio
nmake (command)
requirements
troubleshooting
integer
optimizer
solution
variable
integer feasible
solution
integer optimization, [1]
cut
delayed termination criteria
initial solution, [1]
objective bound
optimality gap
parameter
relaxation
termination criteria
tolerance
integer optimizer
logging
interior-point
conic optimization
linear optimization
logging, [1]
optimizer, [1]
solution
termination criteria, [1]
IronPython
installation

J

json format

L

least squares
integer
license
checkout
parameter
path
limitations
linear constraint matrix
linear dependency
linear optimization, [1]
bound
constraint
infeasibility
interior-point
objective
simplex
termination criteria, [1]
variable
logging
integer optimizer
interior-point, [1]
optimizer, [1], [2]
simplex
Löwner-John ellipsoid
LP format

M

machine learning
Support-Vector Machine
large margin classification
separating hyperplane
makespan
market impact cost
Markovitz model
matrix
constraint, [1]
dense
low rank
modelling
semidefinite
sparse
symmetric
memory management
MIP
see integer optimization
mixed-integer
see integer
mixed-integer optimization
see integer optimization
modelling
conic optimization
constraint
design
expression
matrix
objective
variable
Mono
installation
MPS format
free

N

near-optimal
solution, [1], [2], [3]
nmake (command)
installation
norm
Frobenius
nuclear
nuclear norm
numerical issues
presolve
scaling
simplex

O

objective
linear optimization
modelling
objective bound
OPF format
optimal
solution, [1]
optimality gap
optimization
conic quadratic
error
linear, [1]
semidefinite
optimizer
determinism, [1]
integer
interior-point, [1]
interrupt, [1]
logging, [1], [2]
parallelization
selection, [1]
simplex
time limit
Optimizer API
reformulation
OSiL format

P

parallelization, [1]
parameter
integer optimization
license
simplex
Pareto optimality
path
license
penalty
portfolio optimization
Markovitz model
Pareto optimality
correlation matrix
efficient frontier
factor model, [1]
market impact cost
slippage cost
transaction cost
presolve
eliminator
linear dependency check
numerical issues
primal
certificate, [1], [2]
feasible, [1], [2]
infeasible, [1], [2], [3], [4], [5]
problem, [1], [2]
solution, [1], [2]
primal-dual
problem, [1]
solution
problem
dual, [1], [2]
feasible
infeasible, [1], [2], [3]
load
primal, [1], [2]
primal-dual, [1]
save
status
unbounded

Q

quadratic cone, [1]
quality
solution

R

relaxation, [1]
reoptimization, [1]
response code
rotated quadratic cone, [1]

S

scaling
scheduling
Schur complement
semidefinite
cone, [1]
infeasibility
matrix
variable, [1]
semidefinite optimization, [1]
separating hyperplane
simplex
linear optimization
logging
numerical issues
optimizer
parameter
termination criteria
slice
variable, [1], [2]
slippage cost
sol format
solution
basic
dual, [1]
file format
integer
integer feasible
interior-point
near-optimal, [1], [2], [3]
optimal, [1]
primal, [1], [2]
primal-dual
quality
retrieve
status
sparse
matrix
stacking
status
problem
solution
symmetric
matrix

T

task format
termination
termination criteria
conic optimization
delayed
integer optimization
interior-point, [1]
linear optimization, [1]
simplex
tolerance, [1], [2]
thread, [1]
time limit, [1]
tolerance
integer optimization
termination criteria, [1], [2]
transaction cost
travelling salesman problem
troubleshooting
installation

U

unbounded
problem
user callback
see callback

V

variable
bound, [1], [2]
dual, [1]
integer
limitations
linear optimization
modelling
semidefinite, [1]
slice, [1], [2]
vectorization, [1]
Visual Studio
installation