On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
type: Item
instance of: scholarly article
title: On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
zbMATH Open document ID: 1327.90146
author: Unai Aldasoro
author: María Merino
author: Gloria Pérez
author: Laureano F. Escudero Bueno
author: Juan F. Monge
published in: Top
publication date: 2015-11-06T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C06
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 68W10
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 6505203
zbMATH Keywords: stochastic dynamic programming
zbMATH Keywords: inner and outer parallelization
zbMATH Keywords: multistage stochastic mixed \(0-1\) optimization
zbMATH Keywords: parallel computing
zbMATH Keywords: message-passing interface
describes a project that uses: CPLEX
describes a project that uses: MPI
describes a project that uses: SUTIL
MaRDI profile type: Publication
full work available at URL: s11750-014-0359-3
OpenAlex ID: W2078340362
cites work: A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity
cites work: An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
cites work: Lock-free parallel dynamic programming
cites work: Partitioning procedures for solving mixed-variables programming problems
cites work: Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
cites work: Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
cites work: State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
cites work: A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
cites work: Introduction to Stochastic Programming
cites work: A Riccati-based primal interior point solver for multistage stochastic programming
cites work: Q3377692
cites work: On stochastic dynamic programming for solving large-scale planning problems under uncertainty
cites work: Parallelization and aggregation of nested Benders decomposition
cites work: Parallel computing applied to the stochastic dynamic programming for long term operation planning of hydrothermal power systems
cites work: A parallel computation approach for solving multistage stochastic network problems
cites work: An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
cites work: An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
cites work: On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
cites work: Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
cites work: An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
cites work: Analysis of stochastic problem decomposition algorithms in computational grids
cites work: The empirical behavior of sampling methods for stochastic programming
cites work: Decomposition algorithms for stochastic programming on a computational grid
cites work: Q3065430
cites work: Multi-stage stochastic optimization applied to energy planning
cites work: The optimal harvesting problem under price uncertainty
cites work: Q2762572
cites work: Parallel decomposition of multistage stochastic programming problems
cites work: Risk neutral and risk averse stochastic dual dynamic programming method
cites work: Computational assessment of distributed decomposition methods for stochastic linear programs
cites work: Scalable parallel computations for large-scale stochastic programming
DOI: 10.1007/S11750-014-0359-3
description: scientific article; zbMATH DE number 6505203