Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function

DOI10.1007/BF01585925zbMath0841.90092MaRDI QIDQ1904656

Wen-Zhong Li, Prékopa, András

Publication date: 24 July 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

linearly constrained optimizationpolyhedral functionsfast bounding techniquesimplicial functions

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (2)

On strong unimodality of multivariate discrete distributions ⋮ On a dual method for a specially structured linear programming problem with application to stochastic programming

Cites Work

• Computational experience with a primal-dual interior point method for linear programming
• Decomposing the requirement space of a transporation problem into polyhedral cones
• New Finite Pivoting Rules for the Simplex Method
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
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