A New Scenario Decomposition Method for Large-Scale Stochastic Optimization

DOI10.1287/opre.43.3.477zbMath0843.90086OpenAlexW2100760548MaRDI QIDQ4861361

John M. Mulvey, Ruszczyński, Andrzej

Publication date: 16 January 1996

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

Full work available at URL: https://doi.org/10.1287/opre.43.3.477

zbMATH Keywords

scenariosparallel decomposition algorithmnonlinear interior point algorithmlarge, multistage stochastic optimization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Parallel numerical computation (65Y05)

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