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Random linear programs with many variables and few constraints

✍ Scribed by Charles Blair


Publisher
Springer-Verlag
Year
1986
Tongue
English
Weight
437 KB
Volume
34
Category
Article
ISSN
0025-5610

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One of the major computational bottlenecks of using the conventional cutting plane approach to solve convex programming problems with infinitely many linear constraints lies in finding a global optimizer of a nonlinear and nonconvex program. This paper presents a relaxed scheme to generate a new cut