Solving tall dense linear programs in nearly linear time.
Jan van den BrandYin Tat LeeAaron SidfordZhao SongPublished in: STOC (2020)
Keyphrases
- linear program
- simplex method
- linear programming problems
- linear programming
- integer program
- quadratic program
- semi infinite
- mixed integer program
- lp relaxation
- optimal solution
- primal dual
- linear inequalities
- column generation
- objective function
- interior point methods
- stochastic programming
- nonlinear programming
- dynamic programming
- mixed integer
- simplex algorithm
- interior point
- inventory routing
- mixed integer linear program
- extreme points
- np hard
- combinatorial optimization
- quadratic programming
- convex functions
- worst case
- convergence rate
- special case
- market equilibrium
- nelder mead
- cutting plane