Computational assessment of distributed decomposition methods for stochastic linear programs.
Hercules VladimirouPublished in: Eur. J. Oper. Res. (1998)
Keyphrases
- linear program
- decomposition methods
- stochastic programming
- linear programming
- stage stochastic programs
- training support vector machines
- decomposition method
- semi infinite
- simplex method
- column generation
- database theory
- low discrepancy sequences
- optimal solution
- np hard
- dynamic programming
- constraint satisfaction problems
- objective function
- hypertree decomposition
- mixed integer
- linear programming problems
- cutting plane
- primal dual
- mathematical programming
- multistage
- database
- extreme points
- working set
- mixed integer linear program
- simplex algorithm
- monte carlo methods
- market equilibrium
- search algorithm
- learning algorithm