An asymptotic simplex method for singularly perturbed linear programs.
Jerzy A. FilarEitan AltmanKonstantin AvrachenkovPublished in: Oper. Res. Lett. (2002)
Keyphrases
- simplex method
- linear program
- linear programming
- linear fractional
- optimal solution
- simplex algorithm
- stochastic programming
- primal dual
- linear programming problems
- semi infinite
- interior point methods
- column generation
- interior point algorithm
- objective function
- mixed integer
- extreme points
- dynamic programming
- mixed integer linear program
- feasible solution
- linear inequalities
- np hard
- worst case
- search algorithm