A scalable parallel interior point algorithm for stochastic linear programming and robust optimization

DOI10.1023/A:1008675930362zbMath0883.90097MaRDI QIDQ1363067

Dafeng Yang, Stavros A. Zenios

Publication date: 7 August 1997

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

parallel computingrobust optimizationmatrix factorizationlarge-scale problemsinterior point algorithmplanning under uncertaintystochastic linear programming

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Parallel numerical computation (65Y05)

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