An implementation of steepest-descent augmentation for linear programs.
Steffen BorgwardtCharles VissPublished in: Oper. Res. Lett. (2020)
Keyphrases
- linear program
- linear programming
- simplex method
- stochastic programming
- semi infinite
- interior point methods
- optimal solution
- linear programming problems
- dynamic programming
- multistage stochastic
- primal dual
- linear inequalities
- mixed integer linear program
- objective function
- genetic algorithm
- extreme points
- simplex algorithm
- convex functions
- column generation
- branch and bound algorithm
- np hard
- integer program
- mixed integer
- learning rate
- machine learning