Linear programs with an additional separable concave constraint.
Takahito KunoJianming ShiPublished in: Adv. Decis. Sci. (2004)
Keyphrases
- linear program
- linear programming
- objective function
- linear inequalities
- convex functions
- semi infinite
- primal dual
- optimal solution
- simplex method
- stochastic programming
- multistage stochastic
- mixed integer
- interior point methods
- column generation
- extreme points
- dynamic programming
- interior point
- integer program
- np hard
- linear programming problems
- semidefinite programming
- feasible solution
- mixed integer linear program
- penalty function
- simplex algorithm
- metaheuristic
- nelder mead