Inverse optimization in semi-infinite linear programs.
Archis GhatePublished in: Oper. Res. Lett. (2020)
Keyphrases
- semi infinite
- linear program
- linear programming
- stochastic programming
- np hard
- optimal solution
- quadratic program
- semidefinite
- interior point methods
- column generation
- primal dual
- objective function
- optimality conditions
- quadratic programming
- mixed integer
- support vector
- optimization algorithm
- upper bound
- dynamic programming
- special case
- lower bound