Search Results - subject:"linear programs"

The lagrange approach to infinite linear programs

Gabriel, J.; López-Martínez, Raquiel; … - In: TOP: An Official Journal of the Spanish Society of … 9 (2001) 2, pp. 293-314

Persistent link: https://www.econbiz.de/10005371451

On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse

Pflug, Georg; Ruszczyński, Andrzej; Schultz, Rüdiger - In: Mathematical Methods of Operations Research 47 (1998) 1, pp. 39-49

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...

Persistent link: https://www.econbiz.de/10010999749

On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse

Pflug, Georg; Ruszczyński, Andrzej; Schultz, Rüdiger - In: Computational Statistics 47 (1998) 1, pp. 39-49

Persistent link: https://www.econbiz.de/10010847718

A Forward Simplex Method for Staircase Linear Programs

Aronson, Jay E.; Morton, Thomas E.; Thompson, Gerald L. - In: Management Science 31 (1985) 6, pp. 664-679

Modelling planning problems that extend over many time periods as linear programs leads to a special structure called a …) linear programs. Tests reported indicate that the solution time is linear in the number of periods of the staircase problem …

Persistent link: https://www.econbiz.de/10009214751