Analysis of stochastic problem decomposition algorithms in computational grids

DOI10.1007/s10479-008-0476-1zbMath1163.90684OpenAlexW2007489225MaRDI QIDQ1026583

Santiago Cerisola, Rafael Palacios, Andres Ramos, Jesus M. Latorre

Publication date: 25 June 2009

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

Full work available at URL: https://doi.org/10.1007/s10479-008-0476-1

zbMATH Keywords

linear programmingstochastic programmingperformance analysisBenders decompositiongrid computing

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items

A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning, On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty, Multicut Benders decomposition algorithm for process supply chain planning under uncertainty, Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse

Uses Software

• FATCOP
• NetSolve
• Globus Toolkit
• SIPLIB
• SUTIL

Cites Work

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