Construction of the largest sensitivity region for general linear programs.
Hossein ArshamPublished in: Appl. Math. Comput. (2007)
Keyphrases
- linear program
- linear programming
- special case
- simplex method
- semi infinite
- optimal solution
- objective function
- linear inequalities
- primal dual
- interior point methods
- stochastic programming
- integer programming
- integer program
- sensitivity analysis
- linear programming problems
- reinforcement learning
- market equilibrium
- multistage stochastic
- nelder mead
- convex functions
- column generation
- dynamic programming