Scalable parallel Benders decomposition for stochastic linear programming

DOI10.1016/S0167-8191(97)00044-6zbMath0896.90153OpenAlexW1967863772WikidataQ126843365 ScholiaQ126843365MaRDI QIDQ1391205

Stavros A. Zenios, Søren S. Nielsen

Publication date: 22 July 1998

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-8191(97)00044-6

zbMATH Keywords

stochastic programmingBenders decompositiontwo-stage stochastic linear programsinterior point algorithmconnection machine

Mathematics Subject Classification ID

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

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