Solving Linear Programs without Breaking Abstractions.
Matthew AndersonAnuj DawarBjarki HolmPublished in: J. ACM (2015)
Keyphrases
- linear program
- simplex method
- linear programming problems
- linear programming
- integer program
- quadratic program
- semi infinite
- lp relaxation
- mixed integer program
- optimal solution
- stochastic programming
- primal dual
- simplex algorithm
- interior point methods
- np hard
- column generation
- extreme points
- dynamic programming
- markov decision problems
- nelder mead
- special case
- quadratic programming
- mixed integer
- mixed integer linear program
- linear inequalities
- objective function
- semidefinite
- interior point
- multistage
- state space
- market equilibrium