A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods.
Xinwei LiuJie SunPublished in: J. Glob. Optim. (2004)
Keyphrases
- linear program
- multistage stochastic
- interior point methods
- linear programming problems
- integer program
- simplex method
- linear programming
- primal dual
- interior point
- quadratic program
- stochastic programming
- lp relaxation
- optimal solution
- semi infinite
- column generation
- np hard
- mixed integer
- extreme points
- quadratic programming
- semidefinite
- objective function
- simplex algorithm
- dynamic programming
- solving problems
- semidefinite programming
- machine learning
- computationally intensive
- search space
- search algorithm