Generalized Farkas Lemma with Adjustable Variables and Two-Stage Robust Linear Programs.
Thai Doan ChuongVaithilingam JeyakumarPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- linear program
- robust counterpart
- linear programming
- simplex method
- dynamic programming
- binary variables
- semi infinite
- optimal solution
- multistage stochastic
- primal dual
- convex functions
- objective function
- interior point methods
- column generation
- linear inequalities
- np hard
- mixed integer
- integer program
- linear programming problems
- stochastic programming
- extreme points
- nelder mead
- inventory routing
- interior point
- simplex algorithm
- search algorithm
- reinforcement learning