Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method.
Jie SunXinwei LiuPublished in: INFORMS J. Comput. (2006)
Keyphrases
- linear program
- interior point methods
- primal dual
- stochastic programming
- linear programming
- semidefinite programming
- mixed integer
- dual formulation
- integer program
- mixed integer linear program
- convex programming
- interior point algorithm
- linear programming problems
- interior point
- quadratic program
- quadratic programming
- simplex method
- inequality constraints
- simplex algorithm
- column generation
- optimal solution
- extreme points
- semidefinite
- objective function
- dynamic programming
- np hard
- variational inequalities
- convex functions
- convex optimization problems
- upper bound
- convex optimization