A cutting plane method from analytic centers for stochastic programming.
Olivier BahnOlivier du MerleJean-Louis GoffinJean-Philippe VialPublished in: Math. Program. (1995)
Keyphrases
- stochastic programming
- cutting plane method
- interior point methods
- linear program
- multistage
- cutting plane
- linear programming
- primal dual
- robust optimization
- integer program
- column generation
- optimal solution
- knapsack problem
- convex optimization
- mathematical programming
- quadratic programming
- mixed integer
- genetic algorithm
- lower bound
- feature space
- learning algorithm