Computational assessment of distributed decomposition methods for stochastic linear programs
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Publication:1296802
DOI10.1016/S0377-2217(97)00222-1zbMATH Open0932.90028MaRDI QIDQ1296802FDOQ1296802
Authors: Hercules Vladimirou 
Publication date: 14 November 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
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Stochastic programming (90C15) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Distributed systems (68M14)
Cites Work
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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
- Distributed Primal Decomposition for Large-Scale MILPs
- A comparative study of decomposition algorithms for stochastic combinatorial optimization
- 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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