Solving Stochastic Linear Programs with Restricted Recourse Using Interior Point Methods.
Patrizia BeraldiRoberto MusmannoChefi TrikiPublished in: Comput. Optim. Appl. (2000)
Keyphrases
- linear program
- interior point methods
- stochastic programming
- linear programming problems
- stage stochastic programs
- simplex method
- linear programming
- convex programming
- interior point algorithm
- integer program
- primal dual
- interior point
- convex optimization problems
- semi infinite
- quadratic program
- column generation
- quadratic programming
- optimal solution
- dynamic programming
- lp relaxation
- np hard
- mixed integer
- extreme points
- simplex algorithm
- objective function
- nonlinear programming
- semidefinite
- semidefinite programming
- learning algorithm
- convex functions
- multistage
- upper bound
- lower bound
- least squares