Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints

DOI10.1016/S0167-8191(00)00057-0zbMath0948.68043OpenAlexW2058908280MaRDI QIDQ1583380

R. Smith

Publication date: 26 October 2000

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-8191(00)00057-0

zbMATH Keywords

stochastic programminginterior point methodsOpenMPPVMrestricted recoursenuma multiprocessor system

Mathematics Subject Classification ID

Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19) Parallel algorithms in computer science (68W10)

Related Items (7)

An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization ⋮ On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty ⋮ Two-stage fuzzy chance-constrained programming: application to water resources management under dual uncertainties ⋮ A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems ⋮ An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty ⋮ Parallel interior-point method for linear and quadratic programs with special structure ⋮ Improving an interior-point approach for large block-angular problems by hybrid preconditioners

Uses Software

• LOQO

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