On the Average Condition of Random Linear Programs.
Dennis CheungFelipe CuckerPublished in: SIAM J. Optim. (2013)
Keyphrases
- linear program
- linear programming
- semi infinite
- interior point methods
- average cost
- stochastic programming
- sufficient conditions
- primal dual
- simplex method
- column generation
- linear programming problems
- multistage stochastic
- optimal solution
- dynamic programming
- nelder mead
- extreme points
- mixed integer
- simplex algorithm
- np hard
- integer program
- linear inequalities
- objective function
- convex functions
- mixed integer linear program
- scheduling problem
- inventory routing