Adaptive Sequential SAA for Solving Two-stage Stochastic Linear Programs.
Raghu PasupathyYongjia SongPublished in: CoRR (2020)
Keyphrases
- linear program
- simplex method
- linear programming problems
- linear programming
- integer program
- mixed integer program
- optimal solution
- quadratic program
- semi infinite
- stochastic programming
- column generation
- lp relaxation
- objective function
- mixed integer
- dynamic programming
- np hard
- primal dual
- nelder mead
- simplex algorithm
- extreme points
- markov decision problems
- mixed integer linear program
- inventory routing
- interior point methods
- combinatorial optimization
- quadratic programming
- interior point
- linear inequalities
- simulated annealing
- cutting plane