A New General-Purpose Algorithm for Mixed-Integer Bilevel Linear Programs.
Matteo FischettiIvana LjubicMichele MonaciMarkus SinnlPublished in: Oper. Res. (2017)
Keyphrases
- linear program
- mixed integer
- linear programming
- optimal solution
- dynamic programming
- simplex method
- np hard
- strongly polynomial
- linear programming problems
- primal dual
- objective function
- learning algorithm
- convex hull
- extreme points
- search space
- mixed integer programming
- feasible solution
- computational complexity
- mathematical model
- semidefinite programming
- cutting plane
- continuous variables
- lot sizing
- probabilistic model
- integer program
- state space
- convergence rate
- continuous relaxation
- mixed integer linear program
- expectation maximization