Efficient Algorithms for Separated Continuous Linear Programs: The Multicommodity Flow Problem with Holding Costs and Extensions.
Lisa FleischerJay SethuramanPublished in: Math. Oper. Res. (2005)
Keyphrases
- linear program
- holding cost
- linear programming
- average cost
- optimal solution
- arrival rate
- column generation
- stochastic programming
- simplex method
- total cost
- primal dual
- dynamic programming
- objective function
- mixed integer
- setup cost
- lead time
- expected cost
- asymptotically optimal
- integer program
- high volume
- np hard
- simplex algorithm
- infinite horizon
- extreme points
- lot sizing
- search algorithm