A Potential Reduction Algorithm with User-Specified Phase I-Phase II Balance for Solving a Linear Program from an Infeasible Warm Start.
Robert M. FreundPublished in: SIAM J. Optim. (1995)
Keyphrases
- phase ii
- linear program
- simplex method
- linear programming problems
- linear programming
- integer program
- linear relaxation
- semi infinite
- quadratic program
- nonlinear programming
- column generation
- approximate dynamic programming
- optimal solution
- mixed integer program
- lagrange multipliers
- lp relaxation
- interior point methods
- stochastic programming
- clinical trials
- primal dual
- mixed integer
- multistage stochastic
- simplex algorithm
- mixed integer linear program
- dynamic programming
- objective function