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A note on the recursive and parallel structure of the Birge and Qi factorization for tree structured linear programs

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Publication:1866132
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DOI10.1023/A:1021810125060zbMath1094.90027OpenAlexW1492244189MaRDI QIDQ1866132

Georg Ch. Pflug, Ladislav Halada

Publication date: 3 April 2003

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

Full work available at URL: https://doi.org/10.1023/a:1021810125060


zbMATH Keywords

linear programminginterior point methodrecursive and parallel algorithmstree-structured problems


Mathematics Subject Classification ID

Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Interior-point methods (90C51)


Related Items (2)

A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ Calmness of constraint systems with applications




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