Symmetric Strong Duality for a Class of Continuous Linear Programs with Constant Coefficients.
Evgeny ShindinGideon WeissPublished in: SIAM J. Optim. (2014)
Keyphrases
- linear program
- linear programming
- linear programming problems
- simplex method
- semi infinite
- optimal solution
- multistage stochastic
- mixed integer
- np hard
- interior point methods
- objective function
- stochastic programming
- simplex algorithm
- column generation
- linear combination
- primal dual
- extreme points
- quadratic programming
- semidefinite programming
- machine learning
- feasible solution
- dynamic programming
- interior point
- linear inequalities
- mathematical programming
- mixed integer linear program
- market equilibrium