A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (Q4861361)

From MaRDI portal
scientific article; zbMATH DE number 834719
Language Label Description Also known as
English
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
scientific article; zbMATH DE number 834719

    Statements

    A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (English)
    0 references
    0 references
    0 references
    16 January 1996
    0 references
    0 references
    0 references
    0 references
    0 references
    parallel decomposition algorithm
    0 references
    large, multistage stochastic optimization
    0 references
    scenarios
    0 references
    nonlinear interior point algorithm
    0 references
    0 references