A completely positive representation of 0-1 linear programs with joint probabilistic constraints.
Jianqiang ChengAbdel LisserPublished in: Oper. Res. Lett. (2013)
Keyphrases
- linear program
- semi infinite
- linear programming
- linear programming problems
- mixed integer
- integer program
- linear inequalities
- mixed integer program
- optimal solution
- stochastic programming
- objective function
- column generation
- primal dual
- simplex method
- constraint satisfaction
- convex functions
- linear constraints
- mixed integer linear program
- interior point
- simplex algorithm
- extreme points
- nelder mead
- interior point methods
- np hard