Solving SLP Recourse Problems with Arbitrary Multivariate Distributions - The Dependent Case.
Karl FrauendorferPublished in: Math. Oper. Res. (1988)
Keyphrases
- solving problems
- solving complex
- problems involving
- sparse linear systems
- objective function
- integer program
- partial solutions
- combinatorial optimization
- random variables
- probability distribution
- linear program
- quadratic programming
- optimization problems
- linear programming problems
- np hard
- combinatorial optimisation
- learning algorithm
- convex quadratic programming