Asymptotic confidence sets for random linear programs.
Shuyu LiuFlorentina BuneaJonathan Niles-WeedPublished in: COLT (2023)
Keyphrases
- linear program
- linear programming
- semi infinite
- simplex method
- primal dual
- optimal solution
- mixed integer
- multistage stochastic
- stochastic programming
- np hard
- dynamic programming
- column generation
- linear programming problems
- mixed integer linear program
- extreme points
- integer program
- linear inequalities
- interior point methods
- objective function
- simplex algorithm
- convex functions
- machine learning