Aggregation bounds in stochastic linear programming.
John R. BirgePublished in: Math. Program. (1985)
Keyphrases
- linear programming
- linear program
- stage stochastic programs
- lower bound
- upper bound
- monte carlo
- dynamic programming
- objective function
- feasible solution
- quadratic programming
- stochastic programming
- lower and upper bounds
- np hard
- nonlinear programming
- upper and lower bounds
- column generation
- integer programming
- error bounds
- optimal solution
- worst case
- constraint propagation
- primal dual
- network flow
- average case
- data aggregation
- special case
- contingency tables
- tight bounds
- stochastic nature
- confidence bounds
- machine learning