On constraint sampling in the linear programming approach to approximate linear programming.
Daniela Pucci de FariasBenjamin Van RoyPublished in: CDC (2003)
Keyphrases
- linear programming
- linear program
- linear inequalities
- linear arithmetic constraints
- feasible solution
- dynamic programming
- objective function
- optimal solution
- nonlinear programming
- interior point methods
- column generation
- quadratic programming
- integer programming
- np hard
- sample size
- primal dual
- network flow
- simplex algorithm
- databases
- information systems
- real time
- reinforcement learning
- case study
- linear constraints
- lagrangian relaxation
- active learning
- data mining
- dual variables