A global error bound for quadratic perturbation of linear programs.
Mustafa Ç. PinarPublished in: Appl. Math. Lett. (2002)
Keyphrases
- linear program
- error bounds
- linear programming
- objective function
- quadratic program
- theoretical analysis
- stochastic programming
- worst case
- semi infinite
- optimal solution
- column generation
- convex functions
- simplex method
- np hard
- primal dual
- mixed integer
- dynamic programming
- interior point methods
- linear inequalities
- extreme points
- finite sample
- linear programming problems
- nelder mead
- integer program
- geometric properties
- lower bound