Index

A

algorithm approximation, [1] approximation algorithm, [1] correlation matrix

asset see portfolio optimization assignment problem

B

basic solution basis identification bound constraint, [1], [2], [3], [4], [5], [6] linear optimization variable, [1], [2], [3], [4], [5], [6]

Branch-and-Bound

C

callback cardinality constraints CBF format certificate dual, [1] infeasibility infeasible primal, [1] Cholesky factorization complementarity, [1] cone dual dual exponential exponential power, [1] quadratic rotated quadratic semidefinite

conic exponential optimization conic optimization, [1], [2], [3] interior-point mixed-integer modeling termination criteria conic quadratic optimization constraint bound, [1], [2], [3], [4], [5], [6] linear optimization matrix, [1], [2], [3], [4], [5], [6], [7] modeling constraint programming correlation matrix, [1] approximation covariance matrix see correlation matrix cuts cutting planes

D

denoising dense matrix determinant determinism disjunction disjunctive constraints DJC domain dual certificate, [1] cone feasible infeasible, [1], [2] problem, [1], [2] solution, [1], [2], [3] variable, [1]

duality conic linear semidefinite dualizer

E

efficient frontier elastic net eliminator ellipsoid error optimization

errors exceptions exponential cone expression modeling

F

factor model, [1] feasibility integer feasibility feasibility problem feasible dual primal, [1], [2] problem format CBF json LP MPS OPF PTF sol task

Frobenius norm Fusion reformulation

G

geometric mean

geometric programming GP

H

heuristic

hot-start

I

I/O infeasibility, [1], [2] linear optimization semidefinite infeasibility certificate infeasible dual, [1], [2] primal, [1], [2], [3], [4] problem, [1], [2] information item, [1] installation PIP requirements setup script troubleshooting

integer solution variable integer feasibility feasibility integer optimization, [1] initial solution, [1] parameter interior-point conic optimization linear optimization logging, [1] optimizer, [1] solution termination criteria, [1]

J

json format

L

lasso 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

log-sum-exp logging interior-point, [1] mixed-integer optimizer optimizer, [1], [2] simplex logistic regression Löwner-John ellipsoid LP format

M

machine learning large margin classification logistic regression separating hyperplane Support-Vector Machine makespan market impact cost Markowitz model matrix constraint, [1], [2], [3], [4], [5], [6], [7] dense low rank modeling semidefinite sparse symmetric MI(QC)QO MICO MIP see integer optimization

mixed-integer conic optimization optimizer presolve quadratic see integer mixed-integer optimization see integer optimization mixed-integer optimizer logging modeling conic optimization constraint design expression matrix objective variable MPS format free

N

norm Frobenius nuclear nuclear norm

numerical issues presolve scaling simplex numpy

O

objective, [1], [2] linear optimization modeling OPF format optimal solution optimality gap optimization conic conic quadratic error integer linear, [1] semidefinite

optimizer determinism interior-point, [1] interrupt, [1] logging, [1], [2] mixed-integer, [1] parallel selection, [1] simplex termination time limit Optimizer API reformulation

P

parallel optimization parallelization parameter integer optimization license simplex parameters parametrization Pareto optimality path license penalty portfolio optimization cardinality constraints correlation matrix efficient frontier factor model, [1] market impact cost Markowitz model Pareto optimality slippage cost transaction cost power cone, [1] power cone optimization presolve eliminator linear dependency check mixed-integer numerical issues

primal certificate, [1] feasible, [1], [2] infeasible, [1], [2], [3], [4] problem, [1], [2] solution, [1], [2], [3], [4] primal heuristics primal-dual problem, [1] solution problem dual, [1], [2] feasible infeasible, [1], [2] load primal, [1], [2] primal-dual, [1] save status unbounded, [1] PTF format

Q

quadratic mixed-integer

quadratic cone

R

regression logistic regularization relaxation, [1]

reoptimization, [1], [2] response code ridge rotated quadratic cone

S

scaling scheduling Schur complement semidefinite cone infeasibility matrix variable semidefinite optimization, [1] separating hyperplane setup script simplex linear optimization logging numerical issues optimizer parameter termination criteria slice variable, [1], [2]

slippage cost sol format solution basic dual, [1], [2], [3] file format integer interior-point optimal primal, [1], [2], [3], [4] primal-dual retrieve status sparse matrix stacking status problem solution symmetric matrix

T

task format termination optimizer termination criteria, [1] conic optimization interior-point, [1] linear optimization, [1] simplex tolerance, [1]

thread, [1] time time limit, [1] timing tolerance termination criteria, [1] transaction cost travelling salesman problem troubleshooting installation

U

unbounded problem, [1]

user callback see callback

V

valid inequalities variable, [1], [2] bound, [1], [2], [3], [4], [5], [6] dual, [1] integer limitations linear optimization modeling semidefinite slice, [1], [2]

vectorization, [1]