Parallel Birge and Qi Factorization of Three-stage Stochastic Linear Programs.
Ladislav HaladaSiegfried BenknerMária LuckáPublished in: Scalable Comput. Pract. Exp. (2002)
Keyphrases
- linear program
- stochastic programming
- linear programming
- optimal solution
- stage stochastic programs
- semi infinite
- simplex method
- column generation
- objective function
- multistage stochastic
- primal dual
- mixed integer
- linear inequalities
- np hard
- interior point methods
- linear programming problems
- matrix factorization
- mixed integer linear program
- computational geometry
- simplex algorithm
- extreme points
- dynamic programming
- low rank
- strongly polynomial
- finite number
- computational complexity