An Interior Random Vector Algorithm for MultiStage Stochastic Linear Programs.
Eithan SchweitzerPublished in: SIAM J. Optim. (1998)
Keyphrases
- linear program
- linear programming
- dynamic programming
- multistage stochastic
- strongly polynomial
- computational complexity
- np hard
- optimal solution
- optimization algorithm
- learning algorithm
- simplex method
- objective function
- extreme points
- integer program
- stochastic programming
- column generation
- multistage
- network flow
- quadratic programming
- primal dual
- convergence rate
- ant colony optimization
- simulated annealing
- search space
- reinforcement learning