Computation of some stochastic linear programming problems with Cauchy and extreme value distributions.
N. P. SahooM. P. BiswalPublished in: Int. J. Comput. Math. (2005)
Keyphrases
- linear programming problems
- extreme values
- linear programming
- primal dual
- linear program
- column generation
- multiple objectives
- heavy tailed
- simplex algorithm
- mixed integer
- optimal solution
- interior point methods
- probability distribution
- lead time
- joint distribution
- simplex method
- branch and bound
- approximation algorithms
- random variables
- maximum likelihood
- quadratic programming
- dynamic programming
- multi objective