A First-Order Smoothing Technique for a Class of Large-Scale Linear Programs.
Jieqiu ChenSamuel BurerPublished in: SIAM J. Optim. (2014)
Keyphrases
- linear program
- linear programming
- simplex method
- semi infinite
- stochastic programming
- primal dual
- convex functions
- mixed integer linear program
- np hard
- multistage stochastic
- mixed integer
- interior point methods
- linear inequalities
- extreme points
- objective function
- column generation
- optimal solution
- integer program
- simplex algorithm
- quadratic program
- dynamic programming
- feasible solution
- first order logic
- market equilibrium