Decomposition theorems for linear programs.
Jean Bertrand GauthierJacques DesrosiersMarco E. LübbeckePublished in: Oper. Res. Lett. (2014)
Keyphrases
- linear program
- linear programming
- semi infinite
- optimal solution
- primal dual
- objective function
- simplex method
- stochastic programming
- mixed integer
- column generation
- interior point methods
- np hard
- nelder mead
- mixed integer linear program
- linear programming problems
- integer program
- linear inequalities
- extreme points
- lagrangian dual
- dynamic programming
- multistage stochastic
- simplex algorithm
- market equilibrium
- semidefinite programming