Solving Large Batches of Linear Programs.
Ilbin LeeStewart CurryNicoleta SerbanPublished in: INFORMS J. Comput. (2019)
Keyphrases
- linear program
- simplex method
- linear programming problems
- linear programming
- integer program
- quadratic program
- mixed integer program
- lp relaxation
- primal dual
- optimal solution
- dynamic programming
- column generation
- semi infinite
- stochastic programming
- mixed integer linear program
- interior point
- mixed integer
- interior point methods
- nonlinear programming
- markov decision problems
- extreme points
- objective function
- linear inequalities
- market equilibrium
- simplex algorithm
- convex functions
- quadratic programming
- machine learning
- nelder mead