A linear programming approach for linear programs with probabilistic constraints.
Daniel ReichPublished in: Eur. J. Oper. Res. (2013)
Keyphrases
- linear program
- linear programming
- linear programming problems
- semi infinite
- mixed integer
- linear inequalities
- integer program
- mixed integer program
- simplex method
- column generation
- optimal solution
- feasible solution
- dynamic programming
- primal dual
- objective function
- lp relaxation
- valid inequalities
- simplex algorithm
- stochastic programming
- mixed integer linear program
- interior point methods
- integer programming
- linear arithmetic constraints
- np hard
- dual variables
- mathematical programming
- interior point
- quadratic programming
- network flow
- bayesian networks
- nelder mead
- integer linear programming
- constraint programming
- nonlinear programming
- semidefinite programming