An extension of the simplex algorithm for semi-infinite linear programming.
Edward J. AndersonAdrian S. LewisPublished in: Math. Program. (1989)
Keyphrases
- linear program
- semi infinite
- simplex algorithm
- linear programming
- primal dual
- simplex method
- linear programming problems
- column generation
- feasible solution
- quadratic program
- nonlinear programming
- objective function
- interior point methods
- semidefinite programming
- dynamic programming
- interior point
- np hard
- optimal solution
- mixed integer
- integer programming
- optimality conditions
- np complete
- variational inequalities
- reinforcement learning
- special case