Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs

DOI10.1080/01966324.1984.10737136MaRDI QIDQ3217951zbMATH OpenOpenAlexWikidataFDO

Authors 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

large-scale stochastic linear programsMonte Carlorandom searchredundant constraintsspecial structure

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems
• A new approach to the analysis of random methods for detecting necessary linear inequality constraints
• Heuristic methods and applications: A categorized survey
• scientific article; zbMATH DE number 4031403 (Why is no real title available?)
• A comparative study of redundant constraints identification methods in linear programming problems
• Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty

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