Distributed Nested Decomposition of Staircase Linear Programs.
James K. HoR. P. SundarrajPublished in: ACM Trans. Math. Softw. (1997)
Keyphrases
- linear program
- linear programming
- semi infinite
- primal dual
- simplex method
- optimal solution
- interior point methods
- np hard
- column generation
- dynamic programming
- stochastic programming
- mixed integer linear program
- mixed integer
- integer program
- objective function
- multistage stochastic
- linear programming problems
- simplex algorithm
- linear inequalities
- extreme points
- market equilibrium
- strongly polynomial
- quadratic program
- cutting plane