Parallel Decomposition: Results for Staircase Linear Programs

DOI10.1137/S1052623494253286MaRDI QIDQ4717551zbMATH OpenFDO

Authors Robert Entriken

Publication date 8 December 1997

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623494253286

zbMATH Keywords

large scale linear programmingnumerical examplesparallel Benders decompositionparallel computationstaircase linear program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Recommendations

• Algorithm 768: TENSOLVE
• A Solution-Cascading Approach to the Decomposition of Staircase Linear Programs
• Scalable parallel Benders decomposition for stochastic linear programming
• Decomposition of linear programs using parallel computation

Cited in

(8)

• Analysis of stochastic problem decomposition algorithms in computational grids
• Decomposition of linear programs using parallel computation
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
• Parallel decomposition of multistage stochastic programming problems
• Hierarchical benders decomposition for open-pit mine block sequencing
• Dual nested decomposition of staircase linear programs
• Algorithm 768: TENSOLVE
• Parallel processors for planning under uncertainty

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