A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691)
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scientific article; zbMATH DE number 7271608
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| English | A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization |
scientific article; zbMATH DE number 7271608 |
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A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (English)
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9 November 2020
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interior-point methods
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KKT systems
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multistage stochastic programming
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parallel computing
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distributed computing
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portfolio optimization
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0.8025124073028564
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0.8003689646720886
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0.8001213073730469
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0.794278085231781
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0.7900756001472473
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