Approximation Limits of Linear Programs (Beyond Hierarchies)
Gábor BraunSamuel FioriniSebastian PokuttaDavid SteurerPublished in: CoRR (2012)
Keyphrases
- linear program
- linear programming
- stage stochastic programs
- convex functions
- semi infinite
- stochastic programming
- column generation
- simplex method
- optimal solution
- np hard
- multistage stochastic
- primal dual
- linear programming problems
- dynamic programming
- approximation algorithms
- interior point methods
- objective function
- linear inequalities
- extreme points
- nelder mead
- integer program
- interior point
- market equilibrium
- mixed integer
- mixed integer linear program
- quadratic program
- mathematical programming
- integer programming
- particle swarm optimization
- inventory routing