Estimation of an optimal solution of a LP problem with unknown objective function.
Tomás Prieto-RumeauPublished in: Math. Program. (2004)
Keyphrases
- optimal solution
- objective function
- linear programming
- linear program
- feasible solution
- lower bound
- np hard
- global optimum
- multi objective
- metaheuristic
- knapsack problem
- mixed integer
- constrained optimization
- search space
- branch and bound
- column generation
- branch and bound algorithm
- solution quality
- cost function
- estimation accuracy
- total cost
- estimation algorithm
- parameter estimation
- extreme points
- primal dual
- robust estimation
- weighted sum
- greedy algorithm
- optimization procedure
- special case
- optimization problems
- convex functions
- simplex method
- noisy measurements