A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
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Cites work
- scientific article; zbMATH DE number 4108484 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- A multicut algorithm for two-stage stochastic linear programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- A set of staircase linear programming test problems
- Computation in Discrete Stochastic Programs with Recourse
- Cut sharing for multistage stochastic linear programs with interstage dependency
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Dual nested decomposition of staircase linear programs
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Lifting projections of convex polyhedra
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Parallel Decomposition: Results for Staircase Linear Programs
- Parallel decomposition of multistage stochastic programming problems
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Stochastic network optimization models for investment planning
Cited in
(32)- Algorithm 768: TENSOLVE
- Nested decomposition of multistage nonlinear programs with recourse
- Analysis of stochastic problem decomposition algorithms in computational grids
- Re-solving stochastic programming models for airline revenue management
- Scalable parallel Benders decomposition for stochastic linear programming
- Planning hydroelectric resources with recourse-based multistage interval-stochastic programming
- Multi-period stochastic portfolio optimization: block-separable decomposition
- Cut sharing for multistage stochastic linear programs with interstage dependency
- Multistage stochastic programming model for electric power capacity expansion problem
- Financial planning via multi-stage stochastic optimization.
- Accelerating techniques on nested decomposition
- Parallel processors for planning under uncertainty
- Decomposition methods in stochastic programming
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Risk budgeting portfolios from simulations
- The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
- Strategic financial risk management and operations research
- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- An improved L-shaped method for solving process flexibility design problems
- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
- Schumann, a modeling framework for supply chain management under uncertainty
- Two-stage linear decision rules for multi-stage stochastic programming
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- An embarrassingly parallel method for large-scale stochastic programs
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- Preemptive rerouting of airline passengers under uncertain delays
- Parallel decomposition of multistage stochastic programming problems
- Parallel decomposition of large-scale stochastic nonlinear programs
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