Decomposition of arborescent linear programs.
Markku KallioEvan L. PorteusPublished in: Math. Program. (1977)
Keyphrases
- linear program
- linear programming
- semi infinite
- stochastic programming
- optimal solution
- multistage stochastic
- column generation
- mixed integer linear program
- integer program
- simplex method
- dynamic programming
- mixed integer
- objective function
- interior point methods
- linear programming problems
- linear inequalities
- primal dual
- np hard
- extreme points
- interior point
- strongly polynomial
- nelder mead
- simplex algorithm
- lagrangian dual