A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods.
Joseph CzyzykRobert FourerSanjay MehrotraPublished in: INFORMS J. Comput. (1995)
Keyphrases
- linear program
- interior point methods
- linear programming problems
- linear programming
- simplex method
- convex programming
- semi infinite
- interior point
- integer program
- optimal solution
- primal dual
- objective function
- mixed integer
- quadratic programming
- stochastic programming
- quadratic program
- column generation
- interior point algorithm
- lp relaxation
- dynamic programming
- np hard
- semidefinite programming
- extreme points
- integer programming
- convex optimization
- convex optimization problems
- special case
- nonlinear programming
- solving problems
- machine learning