Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces.
Juan KuntzPhilipp ThomasGuy-Bart StanMauricio BarahonaPublished in: SIAM J. Optim. (2021)
Keyphrases
- linear program
- linear programming
- semi infinite
- optimal solution
- simplex method
- stochastic programming
- column generation
- nelder mead
- interior point methods
- simplex algorithm
- primal dual
- integer program
- extreme points
- stage stochastic programs
- objective function
- multistage stochastic
- mixed integer
- linear programming problems
- mixed integer linear program
- dynamic programming
- linear inequalities
- market equilibrium
- np hard
- interior point
- strongly polynomial