A second-order cone programming approach for linear programs with joint probabilistic constraints.
Jianqiang ChengAbdel LisserPublished in: Oper. Res. Lett. (2012)
Keyphrases
- linear program
- semi infinite
- interior point methods
- linear programming
- linear programming problems
- mixed integer
- linear inequalities
- integer program
- mixed integer program
- primal dual
- optimal solution
- column generation
- simplex method
- binary variables
- semidefinite programming
- stochastic programming
- extreme points
- objective function
- quadratic programming
- simplex algorithm
- interior point
- convex hull
- dynamic programming
- mixed integer linear program
- nelder mead
- genetic algorithm
- semidefinite
- np hard
- cutting plane
- global constraints
- convex optimization
- feasible solution
- bayesian networks
- learning algorithm