Technical Note - Minimax Procedure for a Class of Linear Programs under Uncertainty.
R. JagannathanPublished in: Oper. Res. (1977)
Keyphrases
- linear program
- linear programming
- column generation
- mixed integer program
- semi infinite
- optimal solution
- stochastic programming
- simplex method
- extreme points
- convex functions
- np hard
- interior point methods
- dynamic programming
- integer program
- primal dual
- linear inequalities
- worst case
- mixed integer linear program
- linear programming problems
- mixed integer
- simplex algorithm
- nelder mead
- integer linear programming