Computational assessment of distributed decomposition methods for stochastic linear programs
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Cites work
- scientific article; zbMATH DE number 4108484 (Why is no real title available?)
- scientific article; zbMATH DE number 193993 (Why is no real title available?)
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- scientific article; zbMATH DE number 958363 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A model for portfolio management with mortgage-backed securities
- A multicut algorithm for two-stage stochastic linear programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- A scalable parallel interior point algorithm for stochastic linear programming and robust optimization
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Efficient solution of two-stage stochastic linear programs using interior point methods
- LOQO user's manual — version 3.10
- Multi-stage stochastic optimization applied to energy planning
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- Parallel decomposition of multistage stochastic programming problems
- Programming Under Uncertainty: The Solution Set
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- Scalable parallel Benders decomposition for stochastic linear programming
- Scalable parallel computations for large-scale stochastic programming
- Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
- Stochastic Network Programming for Financial Planning Problems
- Stochastic Optimization Models for Lake Eutrophication Management
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
Cited in
(15)- Algorithm 768: TENSOLVE
- Analysis of stochastic problem decomposition algorithms in computational grids
- The Benders decomposition algorithm: a literature review
- A risk function for the stochastic modeling of electric capacity expansion
- A comparative study of decomposition algorithms for stochastic combinatorial optimization
- Distributed Primal Decomposition for Large-Scale MILPs
- Decomposition algorithms for stochastic programming on a computational grid
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- Distributed Semidefinite Programming With Application to Large-Scale System Analysis
- Schumann, a modeling framework for supply chain management under uncertainty
- Building and solving large-scale stochastic programs on an affordable distributed computing system
- On parallelizing dual decomposition in stochastic integer programming
- An embarrassingly parallel method for large-scale stochastic programs
- An asynchronous parallel benders decomposition method for stochastic network design problems
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