A warm-start approach for large-scale stochastic linear programs.
Marco ColomboJacek GondzioAndreas GrotheyPublished in: Math. Program. (2011)
Keyphrases
- linear program
- stochastic programming
- linear programming
- stage stochastic programs
- semi infinite
- simplex method
- primal dual
- optimal solution
- column generation
- interior point methods
- multistage stochastic
- dynamic programming
- mixed integer
- linear programming problems
- extreme points
- objective function
- monte carlo
- np hard
- linear inequalities
- market equilibrium
- mixed integer linear program
- integer program
- learning algorithm
- multistage
- machine learning
- nelder mead
- convex functions