Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs

DOI10.2298/FIL1703799BzbMath1488.90118OpenAlexW1907572303MaRDI QIDQ5005870

Malihe Behboodi-Kahoo, Saeed Ketabchi

Publication date: 11 August 2021

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1703799b

zbMATH Keywords

parallel computingaugmented Lagrangian methodL-shaped methodrecourse problemtwo-stage stochastic linear programming

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Linear programming (90C05) Stochastic programming (90C15)

Uses Software

• Matlab

Cites Work

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• Introduction to Stochastic Programming
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

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