Solving staircase linear programs by the simplex method, 2: Pricing.
Robert FourerPublished in: Math. Program. (1983)
Keyphrases
- simplex method
- linear program
- linear programming
- linear programming problems
- linear fractional
- interior point algorithm
- primal dual
- column generation
- simplex algorithm
- mixed integer
- stochastic programming
- integer program
- interior point methods
- dynamic programming
- np hard
- extreme points
- convergence rate
- optimal solution
- particle swarm optimization
- upper bound
- mixed integer linear program
- learning algorithm
- quadratic program
- objective function