Designing a majorization scheme for the recourse function in two-stage stochastic linear programming.
José H. DuláPublished in: Comput. Optim. Appl. (1993)
Keyphrases
- linear program
- linear programming
- integer programming
- stochastic optimization
- optimal solution
- stochastic programming
- objective function
- np hard
- detection scheme
- integer program
- mathematical programming
- interior point
- quadratic programming
- primal dual
- column generation
- classification scheme
- constraint propagation
- dynamic programming
- learning scheme
- feasible solution
- level set
- multiscale
- case study
- genetic algorithm