A boundary-point LP solution method and its application to dense linear programs.

Chanaka Edirisinghe William T. Ziemba

Published in: Int. J. Math. Oper. Res. (2019)

Keyphrases

linear program
linear programming
simplex method
objective function
dynamic programming
linear programming problems
optimization algorithm
mixed integer
stochastic programming
optimal solution
computational complexity
mathematical model
integer programming
interior point
extreme points