Reparameterization based consistent graph-structured linear programs.
Hongbo ZhouQiang ChengZhikun ShePublished in: SAC (2010)
Keyphrases
- linear program
- linear programming
- structured data
- simplex method
- optimal solution
- stochastic programming
- semi infinite
- np hard
- dynamic programming
- mixed integer linear program
- multistage stochastic
- column generation
- linear programming problems
- interior point methods
- integer program
- mixed integer
- extreme points
- objective function
- interior point
- linear inequalities
- primal dual
- point sets
- market equilibrium
- quadratic programming
- quadratic program
- simplex algorithm
- computational complexity