Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm.
Noel BrysonSaul I. GassPublished in: Comput. Oper. Res. (1994)
Keyphrases
- linear program
- simplex method
- linear programming
- integer program
- strongly polynomial
- computational complexity
- monte carlo
- stochastic programming
- dynamic programming
- primal dual
- learning algorithm
- optimal solution
- simulated annealing
- worst case
- simplex algorithm
- randomly generated
- extreme points
- interior point
- nelder mead
- lagrange multipliers
- knapsack problem
- convergence rate
- np hard
- search space