New class of multiplicative algorithms for solving of entropy-linear programs.
Yuri S. PopkovPublished in: Eur. J. Oper. Res. (2006)
Keyphrases
- linear program
- simplex method
- integer program
- linear programming problems
- linear programming
- learning algorithm
- mixed integer
- stochastic programming
- quadratic program
- convex functions
- interior point
- column generation
- simplex algorithm
- combinatorial optimization
- optimization problems
- computational complexity
- semi infinite
- convex optimization problems
- mixed integer program
- mixed integer linear program
- lp relaxation
- cutting plane
- primal dual
- integer programming
- resource allocation
- objective function
- reinforcement learning