A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs.
Georg Ch. PflugLadislav HaladaPublished in: Comput. Optim. Appl. (2003)
Keyphrases
- linear program
- linear programming
- tree structure
- stochastic programming
- mixed integer
- semi infinite
- primal dual
- simplex method
- multistage stochastic
- optimal solution
- mixed integer linear program
- computational complexity
- objective function
- strongly polynomial
- linear programming problems
- market equilibrium
- interior point methods
- integer program
- convex functions