A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691): Difference between revisions

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Latest revision as of 23:57, 23 July 2024

scientific article; zbMATH DE number 7271608
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English
A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
scientific article; zbMATH DE number 7271608

    Statements

    A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (English)
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    9 November 2020
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    interior-point methods
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    KKT systems
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    multistage stochastic programming
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    parallel computing
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    distributed computing
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    portfolio optimization
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