Efficient solution of two-stage stochastic linear programs using interior point methods.
John R. BirgeDerek F. HolmesPublished in: Comput. Optim. Appl. (1992)
Keyphrases
- linear program
- interior point methods
- linear programming
- mixed integer linear program
- simplex method
- optimal solution
- stochastic programming
- mixed integer
- linear programming problems
- integer program
- interior point
- primal dual
- extreme points
- column generation
- cutting plane method
- semi infinite
- convex programming
- cutting plane
- quadratic program
- simplex algorithm
- dynamic programming
- objective function
- lp relaxation
- semidefinite
- integer programming
- np hard
- convex functions
- quadratic programming
- linear programming relaxation
- semidefinite programming
- variational inequalities