A review of computation of mathematically rigorous bounds on optima of linear programs.
Jared T. GuilbeauMd. Istiaq HossainSam D. KarhbetRalph Baker KearfottTemitope S. SanusiLihong ZhaoPublished in: J. Glob. Optim. (2017)
Keyphrases
- linear program
- optimal solution
- linear programming
- semi infinite
- stage stochastic programs
- lower bound
- simplex method
- mixed integer
- interior point methods
- stochastic programming
- upper bound
- mixed integer linear program
- integer program
- column generation
- primal dual
- dynamic programming
- objective function
- np hard
- linear programming problems
- optimization algorithm
- linear inequalities
- quadratic program
- extreme points
- search algorithm
- multistage
- feasible solution
- convex functions
- interior point
- branch and bound algorithm
- strongly polynomial
- minimum cost