Laws of Large Numbers for Random Linear Programs.
András PrékopaPublished in: Math. Syst. Theory (1972)
Keyphrases
- linear program
- linear programming
- semi infinite
- stochastic programming
- column generation
- interior point methods
- optimal solution
- simplex method
- mixed integer linear program
- multistage stochastic
- objective function
- extreme points
- linear inequalities
- primal dual
- np hard
- integer program
- convex functions
- interior point
- simplex algorithm
- linear programming problems
- mixed integer
- search algorithm
- machine learning
- nelder mead
- real numbers
- convex hull