An integer programming approach for linear programs with probabilistic constraints.
James R. LuedtkeShabbir AhmedGeorge L. NemhauserPublished in: Math. Program. (2010)
Keyphrases
- integer programming
- linear program
- integer program
- linear programming
- integer programming formulations
- np hard
- semi infinite
- linear programming problems
- column generation
- valid inequalities
- constraint programming
- lp relaxation
- mixed integer
- linear inequalities
- linear relaxation
- simplex method
- global constraints
- primal dual
- cutting plane
- optimal solution
- production planning
- stochastic programming
- interior point methods
- round robin tournament
- network flow
- lagrangian relaxation
- cutting plane algorithm
- objective function
- linear programming relaxation
- special case
- feasible solution
- constraint satisfaction
- simplex algorithm
- dynamic programming
- extreme points
- interior point
- np complete
- packing problem
- quadratic programming
- lower bound
- mixed integer linear program
- bayesian networks