A heuristic to minimax absolute regret for linear programs with interval objective function coefficients.
Helmut E. MausserManuel LagunaPublished in: Eur. J. Oper. Res. (1999)
Keyphrases
- linear program
- objective function
- optimal solution
- minimax regret
- stochastic programming
- linear programming
- lower bound
- mixed integer program
- feasible solution
- worst case
- semi infinite
- simplex method
- dynamic programming
- np hard
- column generation
- mixed integer
- constrained optimization
- game tree
- extreme points
- integer program
- interior point methods
- branch and bound
- primal dual
- metaheuristic
- mixed integer linear program
- lagrangian relaxation
- upper bound
- market equilibrium
- linear programming problems
- optimization problems
- simulated annealing
- multi objective
- search space
- semidefinite programming
- branch and bound algorithm