Information collection for linear programs with uncertain objective coefficients

DOI10.1137/12086279XMaRDI QIDQ4915169zbMATH OpenFDO

Authors Ilya O. Ryzhov, Warren Powell

Publication date 9 April 2013

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/12086279X

zbMATH Keywords

optimal learningsequential learning

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(8)

• Query-competitive sorting with uncertainty
• Round-competitive algorithms for uncertainty problems with parallel queries
• The robust knapsack problem with queries
• Solving linear programming with constraints unknown
• Optimal information blending with measurements in the \(L^{2}\) sphere
• Query-Competitive Sorting with Uncertainty.
• Query minimization under stochastic uncertainty
• Round-competitive algorithms for uncertainty problems with parallel queries

Describes a project that uses

Uses Software

• CVX

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