A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming.
Arjan BerkelaarCees DertBart OldenkampShuzhong ZhangPublished in: Oper. Res. (2002)
Keyphrases
- interior point
- dual decomposition
- linear programming
- lagrangian relaxation
- linear program
- integer programming
- primal dual
- feasible solution
- energy minimization
- column generation
- interior point methods
- dynamic programming
- semidefinite programming
- linear programming problems
- optimal solution
- np hard
- simplex algorithm
- objective function
- network flow
- quadratic programming
- mixed integer programming
- markov random field
- mixed integer
- valid inequalities
- computational complexity
- cutting plane algorithm
- structured prediction
- cutting plane
- graph cuts
- image processing