Formulating Two-Stage Stochastic Programs for Interior Point Methods.
Irvin J. LustigJohn M. MulveyTamra J. CarpenterPublished in: Oper. Res. (1991)
Keyphrases
- interior point methods
- linear program
- linear programming
- interior point
- convex optimization
- primal dual
- semidefinite programming
- convex programming
- integer programming
- linear programming problems
- quadratic programming
- semidefinite
- optimal solution
- linear systems
- cutting plane method
- solving problems
- np hard
- computationally intensive
- super resolution
- wavelet transform
- dynamic programming
- objective function