Language Constructs for Modeling Stochastic Linear Programs.
Robert EntrikenPublished in: Ann. Oper. Res. (2001)
Keyphrases
- linear program
- stochastic programming
- linear programming
- language constructs
- semi infinite
- stage stochastic programs
- simplex method
- modeling language
- objective function
- dynamic programming
- extreme points
- query language
- data manipulation
- optimal solution
- linear programming problems
- primal dual
- np hard
- multistage
- database
- lower bound
- market equilibrium
- programming language
- monte carlo methods
- general purpose
- mixed integer linear program
- strongly polynomial
- source code