Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic.
Dimitris BertsimasJosé Niño-MoraPublished in: Oper. Res. (2000)
Keyphrases
- linear programming relaxation
- primal dual
- linear programming
- integrality gap
- valid inequalities
- linear program
- feasible solution
- affine scaling
- interior point methods
- interior point algorithm
- linear programming problems
- column generation
- knapsack problem
- np hard
- optimal solution
- dynamic programming
- integer programming formulation
- simplex algorithm
- optimal control
- lower bound
- semidefinite programming
- convex optimization
- interior point
- integer programming
- mixed integer programming
- algorithm for linear programming
- approximation algorithms
- integer program
- objective function
- convergence rate
- lagrangian relaxation
- quadratic programming
- branch and bound
- network flow
- tabu search
- cost function
- stochastic systems
- convex hull
- genetic algorithm