"Facet" separation with one linear program.
Michele ConfortiLaurence A. WolseyPublished in: Math. Program. (2019)
Keyphrases
- linear program
- linear programming
- semi infinite
- approximate dynamic programming
- simplex method
- optimal solution
- multistage stochastic
- mixed integer
- interior point methods
- primal dual
- column generation
- dynamic programming
- stochastic programming
- np hard
- objective function
- integer program
- linear programming problems
- mixed integer linear program
- mixed integer program
- nelder mead
- simplex algorithm
- state space
- market equilibrium