Solving linear programs with multiple right-hand sides: Pricing and ordering schemes.

Horand I. Gassmann Stein W. Wallace

Published in: Ann. Oper. Res. (1996)

Keyphrases

linear program
simplex method
linear programming
linear programming problems
integer program

semi infinite
objective function
mixed integer program
primal dual
stochastic programming

optimal solution
interior point methods
quadratic programming
column generation
quadratic program

mixed integer
simplex algorithm
linear inequalities
extreme points
computational complexity