Convergence of a General Class of Algorithms for Separated Continuous Linear Programs.

Malcolm Craig Pullan

Published in: SIAM J. Optim. (2000)

Keyphrases

linear program
convex functions
interior point
learning algorithm
special case
convergence rate
stochastic programming
mixed integer linear program
primal dual
optimal solution
computational complexity
cutting plane
interior point methods
linear programming problems
simplex algorithm
convex optimization problems