Applying Large-Scale Linear Programming in Business Analytics
Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Title of host publication | IEEM 2015 - 2015 IEEE International Conference on Industrial Engineering and Engineering Management |
| Publisher | IEEE Computer Society |
| Pages | 1860-1864 |
| ISBN (Print) | 9781467380669 |
| Publication status | Published - Dec 2015 |
Publication series
| Name | |
|---|---|
| Volume | 2016-January |
| ISSN (Print) | 2157-3611 |
| ISSN (Electronic) | 2157-362X |
Conference
| Title | 2015 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM 2015) |
|---|---|
| Place | Singapore |
| Period | 6 - 9 December 2015 |
Link(s)
Abstract
This paper is to discuss how to apply large-scale 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.
Research Area(s)
- CVaR, Decomposition methods, Large-scale LP
Citation Format(s)
Applying Large-Scale Linear Programming in Business Analytics. / Chung, W.
IEEM 2015 - 2015 IEEE International Conference on Industrial Engineering and Engineering Management. IEEE Computer Society, 2015. p. 1860-1864 7385970.Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review
