epsilon-Approximate linear programs: new bounds and computation.
Daniel BienstockPublished in: SODA (2000)
Keyphrases
- linear program
- linear programming
- stage stochastic programs
- semi infinite
- optimal solution
- multistage stochastic
- simplex method
- interior point methods
- np hard
- objective function
- primal dual
- mixed integer
- stochastic programming
- column generation
- extreme points
- linear programming problems
- upper bound
- dynamic programming
- lower bound
- linear inequalities
- interior point
- mixed integer linear program
- lower and upper bounds
- nelder mead
- worst case
- simplex algorithm
- inventory routing
- search algorithm
- strongly polynomial
- resource allocation
- integer program
- markov decision processes
- piecewise linear