Calmness modulus of fully perturbed linear programs.
María J. CánovasAbderrahim HantouteJuan ParraF. Javier Toledo-MoreoPublished in: Math. Program. (2016)
Keyphrases
- linear program
- linear programming
- semi infinite
- primal dual
- optimal solution
- simplex method
- stochastic programming
- mixed integer linear program
- mixed integer
- multistage stochastic
- column generation
- linear programming problems
- extreme points
- dynamic programming
- objective function
- interior point methods
- np hard
- convex functions
- nelder mead
- integer program
- linear inequalities
- simplex algorithm
- original data
- markov decision processes
- tabu search
- blind equalization algorithm