Adaptive multicut aggregation for two-stage stochastic linear programs with recourse.
Svyatoslav TrukhanovLewis NtaimoAndrew SchaeferPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- linear program
- linear programming
- stochastic programming
- semi infinite
- optimal solution
- linear programming problems
- mixed integer
- integer program
- column generation
- primal dual
- simplex method
- np hard
- multistage stochastic
- mixed integer linear program
- stage stochastic programs
- linear inequalities
- objective function
- extreme points
- dynamic programming
- evolutionary algorithm
- search algorithm
- interior point
- inventory routing
- market equilibrium
- mathematical programming
- quadratic program
- feasible solution