An Exact Formula for Radius of Robust Feasibility of Uncertain Linear Programs.
Thai Doan ChuongVaithilingam JeyakumarPublished in: J. Optim. Theory Appl. (2017)
Keyphrases
- linear program
- robust counterpart
- linear programming
- semi infinite
- stochastic programming
- simplex method
- linear programming problems
- multistage stochastic
- column generation
- mixed integer
- optimal solution
- primal dual
- interior point methods
- linear inequalities
- integer program
- convex functions
- learning algorithm
- multistage
- extreme points
- np hard
- computational complexity
- mixed integer linear program
- nelder mead