Parallel Decomposition: Results for Staircase Linear Programs.
Robert EntrikenPublished in: SIAM J. Optim. (1996)
Keyphrases
- linear program
- linear programming
- semi infinite
- optimal solution
- simplex method
- stochastic programming
- column generation
- interior point methods
- objective function
- multistage stochastic
- extreme points
- mixed integer
- np hard
- dynamic programming
- mixed integer linear program
- linear inequalities
- primal dual
- linear programming problems
- market equilibrium
- special case
- simplex algorithm
- interior point
- quadratic program