Robust evaluations for duals of non-negative linear programs with box-constrained uncertainties.
Ilya IoslovichPer Olof GutmanPublished in: Algorithmic Oper. Res. (2008)
Keyphrases
- linear program
- linear programming
- semi infinite
- stochastic programming
- lagrange multipliers
- primal dual
- multistage stochastic
- simplex method
- column generation
- optimal solution
- interior point methods
- np hard
- integer program
- dynamic programming
- interior point
- linear inequalities
- extreme points
- objective function
- mixed integer linear program
- linear programming problems
- multi objective
- market equilibrium
- mixed integer
- mathematical programming
- simplex algorithm
- nelder mead
- inventory routing