Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs

DOI10.1080/01966324.1984.10737136zbMath0554.90082OpenAlexW1997150297WikidataQ58287079 ScholiaQ58287079MaRDI QIDQ3217951

John R. Birge, Robert L. Smith

Publication date: 1984

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1984.10737136

zbMATH Keywords

Monte Carlorandom searchspecial structureredundant constraintslarge-scale stochastic linear programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)

Related Items (1)

Heuristic methods and applications: A categorized survey

Cites Work

• Redundancy in mathematical programming. A state-of-the-art survey
• A set of staircase linear programming test problems
• Stochastic Programs with Recourse
• The Value of Information and Stochastic Programming
• An Algorithm for Determining Irrelevant Constraints and all Vertices in Systems of Linear Inequalities

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