Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients.
Harsha GangammanavarYifan LiuSuvrajeet SenPublished in: INFORMS J. Comput. (2021)
Keyphrases
- linear program
- stochastic programming
- linear programming
- average cost
- stage stochastic programs
- semi infinite
- optimal solution
- simplex method
- column generation
- mixed integer
- np hard
- wavelet packet
- primal dual
- interior point methods
- linear programming problems
- linear inequalities
- objective function
- extreme points
- dynamic programming
- minimum cost
- integer program
- nelder mead
- monte carlo
- mixed integer linear program
- interior point
- convex functions
- randomly generated
- strongly polynomial
- total cost