A Smoothed Approximate Linear Program.
Vijay V. DesaiVivek F. FariasCiamac Cyrus MoallemiPublished in: NIPS (2009)
Keyphrases
- linear program
- linear programming
- semi infinite
- optimal solution
- simplex method
- column generation
- stochastic programming
- primal dual
- multistage stochastic
- approximate dynamic programming
- interior point methods
- objective function
- np hard
- dynamic programming
- exact solution
- mixed integer linear program
- integer program
- market equilibrium
- linear programming problems
- lagrange multipliers
- mixed integer
- nelder mead
- quadratic program
- nonlinear programming
- lp relaxation
- special case