Semidefinite relaxations of dynamical programs under discrete constraints

被引：0
作者：
Camilo Ortiz
René Meziat
机构：
[1] Universidad de los Andes,Departamento de Ingeniería Industrial
[2] Universidad de los Andes,Departamento de Matemáticas
来源：
Optimization Letters | 2010年 / 4卷
关键词：
Dynamic programming; Integer programming; Semidefinite relaxations; Method of moments; Chess; Inventory problem;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work we propose an exact semidefinite relaxation for non-linear, non-convex dynamical programs under discrete constraints in the state variables and the control variables. We outline some theoretical features of the method and workout the solutions of a benchmark problem in cybernetics and the classical inventory problem under discrete constraints.
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页码：567 / 583
页数：16
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