Affine-scaling for linear programs with free variables.
Robert J. VanderbeiPublished in: Math. Program. (1989)
Keyphrases
- linear program
- affine scaling
- primal dual
- linear programming
- algorithm for linear programming
- binary variables
- linear programming problems
- semi infinite
- simplex method
- interior point methods
- optimal solution
- simplex algorithm
- variable selection
- semidefinite programming
- dynamic programming
- objective function
- nelder mead
- column generation
- stochastic programming
- interior point
- mixed integer
- integer program
- convex functions
- np hard
- approximation algorithms
- extreme points
- convex optimization
- linear inequalities
- feasible solution
- special case
- learning algorithm
- convergence rate
- image processing