Limit laws for empirical optimal solutions in random linear programs.
Marcel KlattAxel MunkYoav ZemelPublished in: Ann. Oper. Res. (2022)
Keyphrases
- linear program
- optimal solution
- linear programming
- column generation
- semi infinite
- np hard
- extreme points
- stochastic programming
- simplex method
- objective function
- interior point methods
- mixed integer
- primal dual
- search space
- branch and bound
- metaheuristic
- interior point
- knapsack problem
- dynamic programming
- lower bound
- market equilibrium
- mixed integer linear program
- multistage stochastic
- total cost
- feasible solution
- efficient solutions
- linear inequalities
- nelder mead
- search algorithm
- linear programming problems
- evolutionary algorithm
- integer linear programming
- approximate solutions
- optimization problems