A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs.
Myun-Seok CheonShabbir AhmedFaiz A. Al-KhayyalPublished in: Math. Program. (2006)
Keyphrases
- global optimization
- linear program
- global solution
- dynamic programming
- linear programming
- particle swarm optimization
- ant colony algorithm
- primal dual
- constrained global optimization
- randomly generated
- optimal solution
- np hard
- global search
- computational complexity
- objective function
- strongly polynomial
- learning algorithm
- k means
- data clustering
- approximation algorithms
- search space
- evolutionary programming
- interior point