Robust Reduction of a Class of Large-Scale Linear Programs.

Published in: SIAM J. Optim. (2001)

Keyphrases

linear program
linear programming
semi infinite
simplex method
optimal solution
mixed integer
primal dual
convex functions
interior point methods
integer program
extreme points
inventory routing
strongly polynomial
multistage stochastic
stochastic programming
simplex algorithm
multistage
evolutionary algorithm