Parallel decomposition of large-scale stochastic nonlinear programs

DOI10.1007/BF02187640zbMath0854.90105MaRDI QIDQ1918421

Charles H. Rosa, John R. Birge

Publication date: 31 July 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

decompositionparallel computationstochastic nonlinear programs

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Stochastic programming (90C15) Economic growth models (91B62) Parallel numerical computation (65Y05)

Cites Work

• Unnamed Item
• A Modeling Language for Mathematical Programming
• Bounding multi-stage stochastic programs from above
• Partitioning procedures for solving mixed-variables programming problems
• Multi-stage stochastic optimization applied to energy planning
• Modeling investment uncertainty in the costs of global \(CO_2\) emission policy
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
• Nested decomposition of multistage nonlinear programs with recourse
• Nested Decomposition of Multistage Convex Programs
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

Related Items (5)

Stochastic programming analysis and solutions to schedule overcrowded operating rooms in China ⋮ Decomposition strategy for the stochastic pooling problem ⋮ Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs ⋮ Multistage quadratic stochastic programming ⋮ A primal-dual decomposition algorithm for multistage stochastic convex programming

Uses Software

• AMPL
• GAMS
• MINOS

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