Solving Piecewise-Linear Programs: Experiments with a Simplex Approach.
Robert FourerRoy E. MarstenPublished in: INFORMS J. Comput. (1992)
Keyphrases
- simplex method
- linear program
- linear programming
- linear programming problems
- simplex algorithm
- semi infinite
- integer program
- column generation
- primal dual
- quadratic program
- interior point methods
- stochastic programming
- nonlinear programming
- dynamic programming
- interior point
- mixed integer
- mathematical programming
- optimal solution
- nelder mead
- lp relaxation
- np hard
- mixed integer program
- extreme points
- piecewise linear
- mixed integer linear program
- convex functions
- semidefinite programming
- strongly polynomial
- market equilibrium