Adjustable robust solutions of uncertain linear programs.
Aharon Ben-TalA. P. GoryashkoE. GuslitzerArkadi NemirovskiPublished in: Math. Program. (2004)
Keyphrases
- linear program
- robust counterpart
- linear programming
- simplex method
- semi infinite
- optimal solution
- multistage stochastic
- dynamic programming
- interior point methods
- column generation
- primal dual
- objective function
- linear programming problems
- integer program
- stochastic programming
- np hard
- mixed integer
- mixed integer linear program
- interior point
- feasible solution
- multistage
- machine learning