A statistical perspective on linear programs with uncertain parameters.
L. Jeff HongHenry LamPublished in: WSC (2015)
Keyphrases
- linear program
- linear programming
- semi infinite
- column generation
- optimal solution
- stochastic programming
- simplex method
- mixed integer linear program
- primal dual
- mixed integer
- interior point methods
- objective function
- multistage stochastic
- linear programming problems
- integer program
- extreme points
- interior point
- dynamic programming
- np hard
- market equilibrium
- machine learning
- feasible solution
- simplex algorithm
- linear inequalities
- resource allocation
- lower bound