Relaxations of linear programming problems with first order stochastic dominance constraints.
Nilay NoyanGábor RudolfAndrzej RuszczynskiPublished in: Oper. Res. Lett. (2006)
Keyphrases
- linear programming problems
- stochastic dominance
- linear programming
- linear program
- fuzzy random variables
- mixed integer
- random variables
- primal dual
- multiple objectives
- column generation
- interior point methods
- simplex algorithm
- optimal solution
- simplex method
- feasible solution
- convex optimization
- dynamic programming
- branch and bound
- semidefinite programming
- semidefinite
- np hard
- multi objective
- lower bound