Statistical approximations forstochastic linear programming problems.
Julia L. HigleSuvrajeet SenPublished in: Ann. Oper. Res. (1999)
Keyphrases
- linear programming problems
- linear programming
- linear program
- primal dual
- multiple objectives
- simplex algorithm
- column generation
- mixed integer
- interior point methods
- optimal solution
- simplex method
- dynamic programming
- np hard
- lot sizing
- convergence rate
- optimization problems
- upper bound
- support vector
- reinforcement learning