SOFTWARE SECTION - RANDMOD: A System for Randomizing Modifications to an Instance of a Linear Program.
Harvey J. GreenbergPublished in: INFORMS J. Comput. (1991)
Keyphrases
- linear program
- linear programming
- semi infinite
- column generation
- simplex method
- approximate dynamic programming
- optimal solution
- primal dual
- multistage stochastic
- linear programming problems
- stochastic programming
- objective function
- interior point methods
- linear inequalities
- dynamic programming
- np hard
- mixed integer
- simplex algorithm
- mixed integer linear program
- integer program
- nelder mead
- lagrange multipliers
- semidefinite programming
- convergence rate
- multistage
- lp relaxation
- feasible solution
- input output
- computational complexity