Convergence and Error Bound for Perturbation of Linear Programs.
Paul TsengPublished in: Comput. Optim. Appl. (1999)
Keyphrases
- linear program
- error bounds
- finite sample
- linear programming
- semi infinite
- theoretical analysis
- worst case
- simplex method
- optimal solution
- np hard
- primal dual
- stochastic programming
- dynamic programming
- interior point methods
- objective function
- linear programming problems
- column generation
- convergence speed
- integer program
- mixed integer
- parzen window
- mixed integer linear program
- convex functions
- extreme points
- linear inequalities
- simplex algorithm
- convergence rate
- special case
- quadratic programming
- strongly polynomial
- nelder mead
- inventory routing