Solving a Class of Cut-Generating Linear Programs via Machine Learning.
Atefeh RajabalizadehDanial DavarniaPublished in: INFORMS J. Comput. (2024)
Keyphrases
- linear program
- simplex method
- machine learning
- linear programming problems
- linear programming
- integer program
- quadratic program
- semi infinite
- stochastic programming
- primal dual
- column generation
- mixed integer program
- optimal solution
- convex functions
- multicommodity flow
- linear inequalities
- lp relaxation
- extreme points
- convex optimization problems
- integer programming problems
- mixed integer
- interior point methods
- objective function
- simplex algorithm
- mixed integer linear program
- markov decision problems
- learning algorithm
- interior point
- dynamic programming
- cutting plane
- quadratic programming
- solving problems
- finite number
- integer programming
- dual variables
- multistage
- np hard
- market equilibrium
- nelder mead