Pages that link to "Item:Q3815854"
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The following pages link to Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming (Q3815854):
Displaying 32 items.
- Interior point methods 25 years later (Q439546) (← links)
- A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
- SICOpt: Solution approach for nonlinear integer stochastic programming problems (Q1039361) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- The augmented system variant of IPMs in two-stage stochastic linear programming computation (Q1278963) (← links)
- Using an interior point method for the master problem in a decomposition approach (Q1278995) (← links)
- Computing Karmarkar's projections in stochastic linear programming (Q1288215) (← links)
- Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
- Interior-point methods with decomposition for solving large-scale linear programs (Q1306665) (← links)
- Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
- Exploiting special structure in a primal-dual path-following algorithm (Q1803615) (← links)
- Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)
- Computing Karmarkar's projections quickly by using matrix factorization (Q1815744) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- Speeding up Karmarkar's algorithm for multicommodity flows (Q1915810) (← links)
- A predictor-corrector method for extended linear-quadratic programming (Q1919785) (← links)
- A cutting plane method from analytic centers for stochastic programming (Q1922690) (← links)
- Design and implementation of a modular interior-point solver for linear optimization (Q2062319) (← links)
- The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems (Q2162511) (← links)
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models (Q2239936) (← links)
- Exploiting structure in parallel implementation of interior point methods for optimization (Q2271797) (← links)
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners (Q2356092) (← links)
- Parallelizable preprocessing method for multistage stochastic programming problems (Q2370063) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- An Embarrassingly Parallel Method for Large-Scale Stochastic Programs (Q3296384) (← links)
- Solving a linear multiperiod portfolio problem by interior-point methodology (Q4022782) (← links)
- The parallel solution of dense saddle-point linear systems arising in stochastic programming (Q5200564) (← links)
- Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)
- On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems (Q6166652) (← links)
- Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures (Q6641008) (← links)
