A constraint generation algorithm for large scale linear programs using multiple-points separation.
Walid Ben-AmeurJosé NetoPublished in: Math. Program. (2006)
Keyphrases
- linear program
- generation algorithm
- extreme points
- linear programming
- linear inequalities
- optimal solution
- stochastic programming
- semi infinite
- multistage stochastic
- objective function
- simplex method
- dynamic programming
- convex hull
- np hard
- geometric properties
- primal dual
- linear constraints
- market equilibrium
- linear programming problems
- interior point methods
- mixed integer
- data points
- genetic algorithm
- branch and bound algorithm
- evolutionary algorithm
- machine learning