Stability of the optimal basis of a linear program under uncertainty.
Jiri RohnPublished in: Oper. Res. Lett. (1993)
Keyphrases
- linear program
- optimal solution
- mixed integer linear program
- linear programming
- dynamic programming
- approximate dynamic programming
- semi infinite
- stochastic programming
- multistage stochastic
- mixed integer
- linear programming problems
- interior point methods
- primal dual
- column generation
- simplex method
- integer program
- objective function
- average cost
- simplex algorithm
- feasible solution
- np hard
- inventory routing
- optimality conditions
- branch and bound algorithm
- simulated annealing