Applying Large-Scale Linear Programming in Business Analytics

被引：0
|
作者：
Chung, W. [1 ]
机构：
[1] City Univ Hong Kong, Dept Management Sci, Kowloon Tong, Hong Kong, Peoples R China
来源：
2015 IEEE INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT (IEEM) | 2015年
关键词：
Large-scale LP; CVaR; Decomposition methods; STOCHASTIC PROGRAMS; DECOMPOSITION;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This paper(1) is to discuss how to apply largescale linear programming ( LP) in business analytics. Two types of scenario-based LP problems are described, which would become very large-scale LP problems due to the availability of big data. Possible solution approaches are discussed according to the special structure of the problems. Further development of the solution methods is also included.
引用
收藏
页码：1860 / 1864
页数：5
相关论文
共 50 条
  • [1] LARGE-SCALE NON-LINEAR PROGRAMMING
    LASDON, LS
    WAREN, AD
    COMPUTERS & CHEMICAL ENGINEERING, 1983, 7 (05) : 595 - 604
  • [2] Optimizing Sparse Linear Algebra for Large-Scale Graph Analytics
    Buono, Daniele
    Gunnels, John A.
    Que, Xinyu
    Checconi, Fabio
    Petrini, Fabrizio
    Tuan, Tai-Ching
    Long, Chris
    COMPUTER, 2015, 48 (08) : 26 - 34
  • [3] RELAXATION METHOD FOR ONE LARGE-SCALE LINEAR PROGRAMMING
    Hamidov, R. H.
    Huseynova, Kh. Y.
    PROCEEDINGS OF THE7TH INTERNATIONAL CONFERENCE ON CONTROL AND OPTIMIZATION WITH INDUSTRIAL APPLICATIONS, VOL. 1, 2020, : 194 - 196
  • [4] Linear Programming for Large-Scale Markov Decision Problems
    Abbasi-Yadkori, Yasin
    Bartlett, Peter L.
    Malek, Alan
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 32 (CYCLE 2), 2014, 32 : 496 - 504
  • [5] AN APPROACH TO LARGE-SCALE NON-LINEAR PROGRAMMING
    HELTNE, DR
    OSBURN, IO
    LIITTSCHWAGER, JM
    COMPUTERS & CHEMICAL ENGINEERING, 1983, 7 (05) : 631 - 643
  • [6] APPROXIMATIVE SOLUTION OF LARGE-SCALE LINEAR PROGRAMMING PROBLEMS
    FORGO, F
    SZEP, J
    ECONOMETRICA, 1970, 38 (04) : 49 - &
  • [7] ON ONE LARGE-SCALE LINEAR PARAMETRIC PROGRAMMING SOLUTION
    Hamidov, R. H.
    Dzavadzade, R. R.
    Huseynova, Kh. Y.
    PROCEEDINGS OF THE7TH INTERNATIONAL CONFERENCE ON CONTROL AND OPTIMIZATION WITH INDUSTRIAL APPLICATIONS, VOL. 1, 2020, : 197 - 199
  • [8] Solution method for large-scale linear programming problems
    Golikov, AI
    Evtushenko, YG
    DOKLADY MATHEMATICS, 2004, 70 (01) : 615 - 619
  • [9] FACTORIZATION APPROACH TO LARGE-SCALE LINEAR-PROGRAMMING
    GRAVES, GW
    MCBRIDE, RD
    MATHEMATICAL PROGRAMMING, 1976, 10 (01) : 91 - 110
  • [10] Augmented Lagrangian method for large-scale linear programming problems
    Evtushenko, YG
    Golikov, AI
    Mollaverdy, N
    OPTIMIZATION METHODS & SOFTWARE, 2005, 20 (4-5): : 515 - 524
12345