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Parallel interior point schemes for solving multistage convex programming

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Publication:1610884
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DOI10.1023/A:1016098709653zbMath0993.90093OpenAlexW1580980371MaRDI QIDQ1610884

Markus Hegland, Jie Sun, Michael R. Osborne

Publication date: 20 August 2002

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016098709653


zbMATH Keywords

parallel computationinterior point methodsmultistage optimisation


Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51) Parallel numerical computation (65Y05)


Related Items (3)

Interior-point Lagrangian decomposition method for separable convex optimization ⋮ Unnamed Item ⋮ Parallel interior-point solver for structured quadratic programs: Application to financial planning problems




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