Semidefinite relaxation for linear programs with equilibrium constraints.
Marcia H. C. FampaWendel A. X. MeloNelson MaculanPublished in: Int. Trans. Oper. Res. (2013)
Keyphrases
- semidefinite
- semi infinite
- linear program
- interior point methods
- semidefinite programming
- interior point
- linear programming
- convex relaxation
- linear programming problems
- sufficient conditions
- mixed integer
- higher dimensional
- variational inequalities
- integer program
- primal dual
- convex sets
- market equilibrium
- simplex method
- convex optimization
- column generation
- dynamic programming
- computational complexity
- optimal solution