A scalable parallel interior point algorithm for stochastic linear programming and robust optimization
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Publication:1363067
DOI10.1023/A:1008675930362zbMATH Open0883.90097MaRDI QIDQ1363067FDOQ1363067
Dafeng Yang, Stavros A. Zenios
Publication date: 7 August 1997
Published in: Computational Optimization and Applications (Search for Journal in Brave)
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- A two-stage stochastic programming model for electric energy producers
- Parallel interior-point method for linear and quadratic programs with special structure
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- Stochastic linear programs with restricted recourse
- A risk function for the stochastic modeling of electric capacity expansion
- Computational assessment of distributed decomposition methods for stochastic linear programs
- Financial planning via multi-stage stochastic optimization.
- Parallelizable preprocessing method for multistage stochastic programming problems
- Strategic financial risk management and operations research
- Application of robust optimization to the Sawmill planning problem
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
- A primal-dual decomposition algorithm for multistage stochastic convex programming
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