Checking weak optimality of the solution to interval linear program in the general form.
Wei LiPengzhen LiuHaohao LiPublished in: Optim. Lett. (2016)
Keyphrases
- linear program
- optimal solution
- linear programming
- approximate dynamic programming
- stochastic programming
- multistage stochastic
- integer program
- simplex method
- mixed integer linear program
- special case
- semi infinite
- linear programming problems
- mixed integer
- column generation
- convex functions
- objective function
- primal dual
- quadratic program
- interior point methods
- integer programming
- linear relaxation
- lower bound
- average cost
- dynamic programming
- np hard
- metaheuristic
- network flow
- branch and bound
- mathematical model
- mixed integer program
- knapsack problem
- branch and bound algorithm
- feasible solution