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A global error bound for quadratic perturbation of linear programs
We prove a global error bound result on the quadratic perturbation of linear programs. The error bound is stated in terms of function values.
Generalized column generation for linear programming
(Institute for Operations Research and the Management Sciences (INFORMS), 2002)
Column generation is a well-known and widely practiced technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information ...