Building and solving large-scale stochastic programs on an affordable distributed computing system
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Publication:5933834
DOI10.1023/A:1019245101545zbMath0990.90083OpenAlexW1514616042MaRDI QIDQ5933834
Emmanuel Fragnière, Jacek Gondzio, Jean-Philippe Vial
Publication date: 14 June 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1019245101545
stochastic programmingdistributed systemslarge-scale optimizationdecomposition methodsalgebraic modeling language
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A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains ⋮ An effective heuristic for multistage linear programming with a stochastic right-hand side ⋮ Optimal number of hosts in a distributed system based on cost criteria ⋮ Automatic formulation of stochastic programs via an algebraic modeling language ⋮ Multicut Benders decomposition algorithm for process supply chain planning under uncertainty ⋮ Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs ⋮ An Embarrassingly Parallel Method for Large-Scale Stochastic Programs ⋮ An accelerated L-shaped method for solving two-stage stochastic programs in disaster management ⋮ Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse ⋮ A primal-dual decomposition algorithm for multistage stochastic convex programming
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