Computational study of decomposition algorithms for mean-risk stochastic linear programs.

Tanisha G. Cotton Lewis Ntaimo

Published in: Math. Program. Comput. (2015)

Keyphrases

linear program
stochastic programming
linear programming
interior point
mixed integer linear program
np hard
optimization problems
interior point methods
linear programming problems
low discrepancy sequences
learning algorithm
multistage
mathematical programming
simplex algorithm
linear inequalities
semi infinite