Solving Sequences of Refined Multistage Stochastic Linear Programs.
Karl FrauendorferGido HaarbrückerPublished in: Ann. Oper. Res. (2003)
Keyphrases
- linear program
- multistage stochastic
- integer program
- simplex method
- linear programming problems
- linear programming
- quadratic program
- stochastic programming
- optimal solution
- column generation
- objective function
- primal dual
- simplex algorithm
- np hard
- mixed integer
- quadratic programming
- cutting plane
- special case
- dynamic programming
- integer programming
- portfolio selection
- multistage
- constraint satisfaction problems
- multi objective
- bayesian networks
- capacity expansion
- metaheuristic