On linear programs with random costs.
Martin E. DyerAlan M. FriezeColin J. H. McDiarmidPublished in: Math. Program. (1986)
Keyphrases
- linear program
- linear programming
- simplex method
- average cost
- multistage stochastic
- semi infinite
- optimal solution
- dynamic programming
- column generation
- linear inequalities
- interior point methods
- stochastic programming
- extreme points
- nelder mead
- objective function
- primal dual
- total cost
- mixed integer linear program
- integer program
- mixed integer
- convex functions
- linear programming problems
- interior point
- randomly generated
- np hard
- strongly polynomial
- low discrepancy sequences
- inventory routing