Reformulating the disjunctive cut generating linear program.
Thiago SerraPublished in: Ann. Oper. Res. (2020)
Keyphrases
- linear program
- linear programming
- multicommodity flow
- integrality gap
- optimal solution
- approximate dynamic programming
- semi infinite
- objective function
- multistage stochastic
- simplex method
- dynamic programming
- interior point methods
- column generation
- stochastic programming
- primal dual
- linear programming problems
- mixed integer linear program
- simplex algorithm
- integer program
- mixed integer
- optimization problems
- np hard
- lower bound
- reinforcement learning