Linear programs with an additional rank two reverse convex constraint.
Ulrich PferschyHoang TuyPublished in: J. Glob. Optim. (1994)
Keyphrases
- linear program
- linear programming
- semi infinite
- linear inequalities
- convex functions
- dual variables
- quadratic program
- optimal solution
- column generation
- convex hull
- constrained minimization
- convex programming
- stochastic programming
- objective function
- convex optimization
- np hard
- extreme points
- mixed integer linear program
- simplex method
- interior point methods
- integer program
- mixed integer
- primal dual
- strongly polynomial
- interior point
- linear programming problems
- dynamic programming
- piecewise linear
- market equilibrium
- inventory routing
- multicommodity flow
- convex optimization problems
- semidefinite
- convex relaxation
- global constraints