Solution of the linear inverse vector optimization problem by a single linear program.
Olvi L. MangasarianW. R. S. SutherlandPublished in: Math. Program. (1978)
Keyphrases
- linear program
- quadratic program
- stochastic programming
- semi infinite
- linear programming
- quadratic programming
- optimal solution
- mixed integer linear program
- multistage stochastic
- approximate dynamic programming
- mixed integer
- semidefinite
- lagrange multipliers
- linear inequalities
- simplex method
- interior point methods
- integer program
- objective function
- linear constraints
- mixed integer program
- linear programming problems
- column generation
- linear relaxation
- portfolio selection
- optimization algorithm
- simplex algorithm
- np hard
- approximation algorithms
- integer programming
- dynamic programming
- lp relaxation
- nonlinear programming
- primal dual
- linear systems
- optimization method
- robust optimization
- constrained optimization
- mathematical model
- computational complexity
- lower bound
- multi objective
- penalty function
- combinatorial optimization
- convex optimization