Duality Gaps in Stochastic Integer Programming.
Suvrajeet SenJulia L. HigleJohn R. BirgePublished in: J. Glob. Optim. (2000)
Keyphrases
- integer programming
- linear programming
- np hard
- lagrangian relaxation
- ai planning
- production planning
- column generation
- facility location
- linear program
- cutting plane
- set covering
- set covering problem
- constraint programming
- network flow
- integer program
- inference problems
- transportation problem
- vehicle routing problem with time windows
- linear programming relaxation
- feasible solution
- cutting plane algorithm
- valid inequalities
- graphical models
- simulated annealing
- dynamic programming