The Recursive Definition of Stochastic Linear Programming Problems within an Algebraic Modeling Language.
C. S. BuchananK. I. M. McKinnonG. K. SkondrasPublished in: Ann. Oper. Res. (2001)
Keyphrases
- modeling language
- linear programming problems
- linear programming
- primal dual
- linear program
- interior point methods
- column generation
- multiple objectives
- metamodel
- mixed integer
- optimal solution
- simplex method
- machine learning
- convex optimization
- genetic programming
- convergence rate
- np hard
- multi objective
- semidefinite programming
- lower bound
- case study
- database