A Multiplicative Weights Update Algorithm for Packing and Covering Semi-infinite Linear Programs.
Khaled M. ElbassioniKazuhisa MakinoWaleed NajyPublished in: WAOA (2016)
Keyphrases
- linear program
- semi infinite
- linear programming
- optimal solution
- dynamic programming
- primal dual
- strongly polynomial
- computational complexity
- simulated annealing
- learning algorithm
- optimality conditions
- np hard
- objective function
- packing problem
- simplex method
- worst case
- machine learning
- optimization algorithm
- column generation
- semidefinite programming
- extreme points
- reinforcement learning