Solving linear programs with complementarity constraints using branch-and-cut.
Bin YuJohn E. MitchellJong-Shi PangPublished in: Math. Program. Comput. (2019)
Keyphrases
- linear program
- linear programming problems
- integer program
- linear relaxation
- mixed integer program
- linear programming
- simplex method
- semi infinite
- mixed integer
- lp relaxation
- linear inequalities
- lagrange multipliers
- primal dual
- column generation
- interior point methods
- objective function
- simplex algorithm
- optimal solution
- extreme points
- np hard
- multiple objectives
- stochastic programming
- quadratic program
- dual variables
- dynamic programming
- integer programming
- interior point
- lower bound
- mixed integer linear program
- nonlinear programming
- optimality conditions
- constraint satisfaction