Preprocessing in Stochastic Programming: The Case of Linear Programs.
Stein W. WallaceRoger J.-B. WetsPublished in: INFORMS J. Comput. (1992)
Keyphrases
- stochastic programming
- linear program
- preprocessing
- linear programming
- chance constrained
- multistage
- semi infinite
- capacity planning
- simplex method
- asset liability management
- optimal solution
- multistage stochastic
- column generation
- dynamic programming
- primal dual
- objective function
- robust optimization
- np hard
- integer program
- simplex algorithm
- mixed integer linear program
- decision making
- tabu search
- evolutionary algorithm