A Penalty Approach to Linear Programs with Many Two-Sided Constraints.
Petro StetsyukAndreas FischerOksana PichuginaPublished in: MOTOR (2021)
Keyphrases
- linear program
- semi infinite
- linear programming problems
- mixed integer
- linear programming
- linear inequalities
- integer program
- objective function
- mixed integer program
- optimal solution
- primal dual
- interior point methods
- column generation
- simplex method
- constrained optimization
- stochastic programming
- extreme points
- penalty function
- mixed integer linear program
- dynamic programming
- simplex algorithm
- np hard
- multistage
- linear constraints
- reinforcement learning
- low discrepancy sequences
- quadratic program
- binary variables
- evolutionary algorithm