Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
From MaRDI portal
Publication:1583380
DOI10.1016/S0167-8191(00)00057-0zbMATH Open0948.68043OpenAlexW2058908280MaRDI QIDQ1583380FDOQ1583380
Authors: R. Smith 
Publication date: 26 October 2000
Published in: Parallel Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-8191(00)00057-0
Recommendations
- Publication:4206572
- A scalable parallel interior point algorithm for stochastic linear programming and robust optimization
- A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
- Solving multistage stochastic network programs on massively prallel computers
- scientific article; zbMATH DE number 1163102
Parallel algorithms in computer science (68W10) Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19)
Cited In (12)
- Title not available (Why is that?)
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Parallel interior-point method for linear and quadratic programs with special structure
- Two-stage fuzzy chance-constrained programming: application to water resources management under dual uncertainties
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
- 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
- Alternating two-stage methods for consistent linear systems with applications to the parallel solution of Markov chains
Uses Software
This page was built for publication: Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1583380)
