Existence of solutions for a class of bilevel stochastic linear programs.
Matthias ClausPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- linear program
- linear programming
- stochastic programming
- optimal solution
- feasible solution
- extreme points
- simplex method
- semi infinite
- np hard
- convex functions
- stage stochastic programs
- primal dual
- interior point methods
- mixed integer
- column generation
- linear programming problems
- linear inequalities
- strongly polynomial
- integer program
- mixed integer linear program
- dynamic programming
- integer programming
- interior point
- convex programming
- objective function
- simplex algorithm
- semidefinite programming
- finite number
- inventory routing
- finite dimensional
- efficient solutions
- knapsack problem
- monte carlo