An Integer Programming Approach for Linear Programs with Probabilistic Constraints.
James R. LuedtkeShabbir AhmedGeorge L. NemhauserPublished in: IPCO (2007)
Keyphrases
- integer programming
- linear program
- integer program
- linear programming
- integer programming formulations
- linear programming problems
- semi infinite
- np hard
- column generation
- mixed integer
- lp relaxation
- valid inequalities
- constraint programming
- linear inequalities
- cutting plane
- linear relaxation
- optimal solution
- simplex method
- lagrangian relaxation
- interior point methods
- production planning
- primal dual
- global constraints
- stochastic programming
- round robin tournament
- cutting plane algorithm
- network flow
- linear programming relaxation
- feasible solution
- mixed integer programming
- dynamic programming
- interior point
- bayesian networks
- packing problem
- np complete
- dantzig wolfe decomposition
- mixed integer linear program
- objective function
- branch and bound algorithm
- state space
- search algorithm