A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
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Publication:5131691
DOI10.1287/ijoc.2017.0748OpenAlexW2741147377MaRDI QIDQ5131691
Jens Hübner, Martin Schmidt, Marc C. Steinbach
Publication date: 9 November 2020
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9daca3c71217aa8c65e807920504da7e13c9d9fe
parallel computinginterior-point methodsmultistage stochastic programmingportfolio optimizationdistributed computingKKT systems
Related Items (4)
Parallel computational optimization in operations research: a new integrative framework, literature review and research directions ⋮ On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach ⋮ Optimization techniques for tree-structured nonlinear problems ⋮ On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
Uses Software
Cites Work
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