A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints.
Sarah Yini GaoJie SunSoon-Yi WuPublished in: Optim. Lett. (2018)
Keyphrases
- linear program
- high order
- linear programming problems
- semi infinite programming
- linear programming
- semi infinite
- lower order
- mixed integer
- higher order
- primal dual
- simplex method
- integer program
- linear inequalities
- pairwise
- column generation
- interior point methods
- optimality conditions
- optimal solution
- dynamic programming
- nonlinear programming
- stochastic programming
- np hard
- objective function
- markov random field
- low rank
- search algorithm
- machine learning
- integer programming
- image processing