Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation.
Karthik NatarajanChung-Piaw TeoZhichao ZhengPublished in: Oper. Res. (2011)
Keyphrases
- linear program
- linear programming
- dynamic programming
- semi infinite
- simplex method
- multistage stochastic
- optimal solution
- column generation
- primal dual
- stochastic programming
- linear programming problems
- linear inequalities
- interior point methods
- objective function
- nelder mead
- mixed integer linear program
- integer program
- mixed integer
- np hard
- robust optimization
- semidefinite programming
- interior point
- decision theory
- feasible solution
- learning algorithm