Solving Large Batches of Linear Programs

References

• Bereanu B (1963) On stochastic linear programming i. Distribution problems: A single random variable. Rev. Roumaine Math. Pures Appl. 8(4):683–697.Google Scholar
• Bertsimas D, Tsitsiklis JN (1997) Introduction to Linear Optimization (Athena Scientific, Nashua, NH).Google Scholar
• Filippi C, Romanin-Jacur G (2002) Multiparametric demand transportation problem. Eur. J. Oper. Res. 139(2):206–219.Crossref, Google Scholar
• Gal T (1975) Rim multiparametric linear programming. Management Sci. 21(5):567–575.Link, Google Scholar
• Gal T (1982) Linear parametric programming—A brief survey. Math. Programming Stud. 21(June):43–68.Google Scholar
• Gal T (1995) Postoptimal Analyses, Parametric Programming and Related Topics (Walter de Gruyter, Berlin).Google Scholar
• Gal T, Nedoma J (1972) Multiparametric linear programming. Management Sci. 18(7):406–422.Link, Google Scholar
• Garcia E, Serban N, Swann J, Fitzpatrick A (2015) The effect of geographic access on severe health outcomes for pediatric asthma. J. Allergy Clinical Immunology 136(3):610–618.Crossref, Google Scholar
• Garstka SJ, Rutenberg DP (1973) Computation in discrete stochastic programs with recourse. Oper. Res. 21(1):112–122.Link, Google Scholar
• Gass SI, Saaty TL (1955) Parametric objective function. 2. Generalization. J. Oper. Res. Soc. Amer. 3(4):395–401.Link, Google Scholar
• Hong L, Lam H (2015) A statistical perspective on linear programs with uncertain parameters. Yilmaz L, Chan W, Moon I, Roeder T, Macal C, Rossetti M, eds. 2015 Winter Simulation Conf. (IEEE, New York).Crossref, Google Scholar
• Koch T, Achterberg T, Andersen E, Bastert O, Berthold T, Bixby RE, Danna E, et al.. (2011) MIPLIB 2010. Math. Programming Comput. 3(2):103–163.Crossref, Google Scholar
• Lee YT, Sidford A (2015) Path finding 1: Solving linear programs with õ(sqrt(rank)) linear system solves. arXiv:1312.6677.Google Scholar
• Nobles M, Serban N, Swann J (2014) Spatial accessibility of pediatric primary healthcare: Measurement and inference. Ann. Appl. Statist. 8(4):1922–1946.Crossref, Google Scholar
• Ruszczynski A (1993) Regularized decomposition of stochastic programs: Algorithmic techniques and numerical results. Technical report, International Institute for Applied Systems Analysis, Laxenburg, Austria.Google Scholar
• Ruszczynski A, Swietanowski A (1997) Accelerating the regularized decomposition method for two stage stochastic linear problems. Eur. J. Oper. Res. 101(2):328–342.Crossref, Google Scholar
• Shapiro A, Homem-de Mello T (1998) A simulation-based approach to two-stage stochastic programming with recourse. Math. Programming 81(3):301–325.Crossref, Google Scholar
• Van Slyke RM, Wets R (1969) L-shaped linear programs with applications to optimal control and stochastic programming. SIAM J. Appl. Math. 17(4):638–663.Crossref, Google Scholar
• Wagner HM (1995) Global sensitivity analysis. Oper. Res. 43(6):948–969.Link, Google Scholar