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)

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

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

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