Constraint augmentation in pseudo-singularly perturbed linear programs.
Konstantin AvrachenkovRegina Sandra BurachikJerzy A. FilarVladimir GaitsgoryPublished in: Math. Program. (2012)
Keyphrases
- linear program
- linear programming
- linear inequalities
- semi infinite
- primal dual
- simplex method
- stochastic programming
- column generation
- dynamic programming
- integer program
- optimal solution
- multistage stochastic
- mixed integer
- interior point methods
- np hard
- mixed integer linear program
- objective function
- linear programming problems
- interior point
- quadratic program
- extreme points
- convex functions
- strongly polynomial
- simplex algorithm
- dual variables
- market equilibrium
- nelder mead
- lot sizing
- original data
- inventory routing