Matrix Sensitivity Analysis from an Interior Solution of a Linear Program.
Harvey J. GreenbergPublished in: INFORMS J. Comput. (1999)
Keyphrases
- sensitivity analysis
- linear program
- optimal solution
- multistage stochastic
- linear programming
- mixed integer linear program
- mixed integer
- stochastic programming
- simplex method
- approximate dynamic programming
- variational inequalities
- integer program
- semi infinite
- managerial insights
- lagrange multipliers
- decision variables
- column generation
- linear programming problems
- quadratic program
- nonlinear programming
- primal dual
- objective function
- integer programming
- dynamic programming
- linear relaxation
- interior point
- mixed integer program
- interior point methods
- lp relaxation
- semidefinite
- simplex algorithm
- quadratic programming
- np hard
- bayesian networks
- cutting plane
- extreme points
- closed form solutions
- lot sizing
- closed form
- graphical models
- integer programming formulations