Generalized Derivatives of Lexicographic Linear Programs.
Jose A. GomezKai HöffnerKamil A. KhanPaul I. BartonPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- linear program
- linear programming
- semi infinite
- convex functions
- np hard
- stochastic programming
- simplex method
- optimal solution
- interior point methods
- mixed integer
- primal dual
- multistage stochastic
- column generation
- linear programming problems
- integer program
- linear inequalities
- mixed integer linear program
- extreme points
- nelder mead
- interior point
- objective function
- geometric properties