Local Smooth Representations of Parametric Semiclosed Polyhedra with Applications to Sensitivity in Piecewise Linear Programs.
Ya-Ping FangNan-Jing HuangXiaoqi YangPublished in: J. Optim. Theory Appl. (2012)
Keyphrases
- linear program
- extreme points
- linear programming
- optimal solution
- semi infinite
- simplex method
- stochastic programming
- multistage stochastic
- interior point methods
- column generation
- mixed integer
- primal dual
- sensitivity analysis
- mixed integer linear program
- linear inequalities
- np hard
- objective function
- integer program
- convex hull
- dynamic programming
- special case
- nelder mead
- geometric properties
- finite number
- linear programming problems
- higher level
- quadratic program
- simplex algorithm