Computational assessment of distributed decomposition methods for stochastic linear programs
From MaRDI portal
Publication:1296802
DOI10.1016/S0377-2217(97)00222-1zbMath0932.90028MaRDI QIDQ1296802
Publication date: 14 November 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Stochastic programming (90C15) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Distributed systems (68M14)
Related Items (5)
On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty ⋮ A risk function for the stochastic modeling of electric capacity expansion ⋮ The Benders decomposition algorithm: a literature review ⋮ Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach ⋮ Schumann, a modeling framework for supply chain management under uncertainty
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A multicut algorithm for two-stage stochastic linear programs
- Multi-stage stochastic optimization applied to energy planning
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- A model for portfolio management with mortgage-backed securities
- A scalable parallel interior point algorithm for stochastic linear programming and robust optimization
- Scalable parallel Benders decomposition for stochastic linear programming
- Parallel decomposition of multistage stochastic programming problems
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Scalable parallel computations for large-scale stochastic programming
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Stochastic Optimization Models for Lake Eutrophication Management
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Stochastic Network Programming for Financial Planning Problems
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- LOQO user's manual — version 3.10
- Programming Under Uncertainty: The Solution Set
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
This page was built for publication: Computational assessment of distributed decomposition methods for stochastic linear programs
