On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs.
Soumyadip GhoshRaghu PasupathyPublished in: WSC (2011)
Keyphrases
- linear program
- approximation methods
- simplex method
- linear programming problems
- linear programming
- integer program
- quadratic program
- primal dual
- stochastic programming
- column generation
- mixed integer
- optimal solution
- np hard
- objective function
- interior point methods
- markov decision problems
- dynamic programming
- interior point
- neural network
- simplex algorithm
- integer programming
- extreme points
- belief state
- convex functions
- feasible solution
- knowledge base