The Decomposition Method for Two-Stage Stochastic Linear Programming Problems with Quantile Criterion.
Irina D. ZhenevskayaAndrey V. NaumovPublished in: Autom. Remote. Control. (2018)
Keyphrases
- decomposition method
- linear programming problems
- linear program
- linear programming
- primal dual
- decomposition methods
- interior point
- column generation
- simplex algorithm
- simplex method
- decomposition algorithm
- interior point methods
- mixed integer
- multiple objectives
- optimal solution
- integer programming
- approximation algorithms
- convex optimization
- dynamic programming
- objective function
- multistage
- optimization problems
- neural network
- special case
- lower bound