Robust optimization in countably infinite linear programs.
Archis GhatePublished in: Optim. Lett. (2016)
Keyphrases
- linear program
- robust optimization
- robust counterpart
- stochastic programming
- linear programming
- mathematical programming
- semidefinite programming
- column generation
- simplex method
- primal dual
- dynamic programming
- np hard
- optimal solution
- objective function
- linear programming problems
- lot sizing
- mixed integer
- portfolio selection
- feasible solution
- decision theory
- search algorithm
- extreme points
- learning algorithm
- support vector machine