A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization.
Dafeng YangStavros A. ZeniosPublished in: Comput. Optim. Appl. (1997)
Keyphrases
- interior point algorithm
- linear programming
- robust optimization
- mathematical programming
- chance constrained
- stochastic programming
- semidefinite programming
- primal dual
- linear program
- chance constraints
- interior point methods
- simplex method
- objective function
- integer programming
- optimal solution
- quadratic programming
- column generation
- network flow
- dynamic programming
- np hard
- decision theory
- approximation algorithms
- special case