The vector linear program solver Bensolve - notes on theoretical background.
Andreas LöhneBenjamin WeißingPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- linear program
- linear programming
- semi infinite
- optimal solution
- approximate dynamic programming
- objective function
- stochastic programming
- column generation
- primal dual
- simplex method
- interior point methods
- mixed integer linear program
- mixed integer
- np hard
- dynamic programming
- integer program
- multistage stochastic
- lp relaxation
- vector space