Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
From MaRDI portal
Recommendations
Cited in
(35)- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- Strategic financial risk management and operations research
- The augmented system variant of IPMs in two-stage stochastic linear programming computation
- Using an interior point method for the master problem in a decomposition approach
- Computing Karmarkar's projections in stochastic linear programming
- Computational assessment of distributed decomposition methods for stochastic linear programs
- Interior-point methods with decomposition for solving large-scale linear programs
- Inexact subgradient methods with applications in stochastic programming
- Exploiting special structure in a primal-dual path-following algorithm
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Computing Karmarkar's projections quickly by using matrix factorization
- Continuous approximation schemes for stochastic programs
- Speeding up Karmarkar's algorithm for multicommodity flows
- A predictor-corrector method for extended linear-quadratic programming
- A cutting plane method from analytic centers for stochastic programming
- Design and implementation of a modular interior-point solver for linear optimization
- The p-Lagrangian relaxation for separable nonconvex MIQCQP problems
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- Exploiting structure in parallel implementation of interior point methods for optimization
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- Parallelizable preprocessing method for multistage stochastic programming problems
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- A two-stage stochastic programming model for electric energy producers
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- An embarrassingly parallel method for large-scale stochastic programs
- scientific article; zbMATH DE number 4037557 (Why is no real title available?)
- Solving a linear multiperiod portfolio problem by interior-point methodology
- scientific article; zbMATH DE number 125196 (Why is no real title available?)
- Interior point methods 25 years later
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- scientific article; zbMATH DE number 1445278 (Why is no real title available?)
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- Scenario generation and stochastic programming models for asset liability management
- On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems
- Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures
This page was built for publication: Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3815854)