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
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