Parallel decomposition of multistage stochastic programming problems
From MaRDI portal
Publication:1803606
DOI10.1007/BF01581267zbMath0777.90036MaRDI QIDQ1803606
Publication date: 29 June 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Stochastic programming (90C15) Parallel numerical computation (65Y05) Decomposition methods (49M27) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Fuzzy two-stage quadratic programming for planning solid waste management under uncertainty, Scenario analysis via bundle decomposition, Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization, Barycentric scenario trees in convex multistage stochastic programming, A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs, Multistage stochastic programming: Error analysis for the convex case, On the formulation of stochastic linear programs using algebraic modelling languages, A parallel inexact Newton method for stochastic programs with recourse, On augmented Lagrangian decomposition methods for multistage stochastic programs, On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty, Dual dynamic programming with cut selection: convergence proof and numerical experiments, A risk function for the stochastic modeling of electric capacity expansion, Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition, Multicut Benders decomposition algorithm for process supply chain planning under uncertainty, Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs, An inventory-theory-based inexact multistage stochastic programming model for water resources management, An Embarrassingly Parallel Method for Large-Scale Stochastic Programs, A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems, A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems, On the implementation of a log-barrier progressive hedging method for multistage stochastic programs, Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems, On a distributed implementation of a decomposition method for multistage linear stochastic programs, Schumann, a modeling framework for supply chain management under uncertainty, Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments, SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy, An augmented Lagrangian decomposition method for block diagonal linear programming problems, Modelling and analysis of multistage stochastic programming problems: A software environment, Factorial two-stage stochastic programming for water resources management, Test problems in stochastic multistage programming, Computational assessment of distributed decomposition methods for stochastic linear programs, A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems, Newton-type methods for stochastic programming., Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗, Two-step fixed-point proximity algorithms for multi-block separable convex problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- MSLiP: A computer code for the multistage stochastic linear programming problem
- A multicut algorithm for two-stage stochastic linear programs
- Decomposition of linear programs using parallel computation
- Computational methods for solving two-stage stochastic linear programming problems
- Decomposition Principle for Linear Programs
- Equivalence of some quadratic programming algorithms
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Dual nested decomposition of staircase linear programs
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- A regularized decomposition method for minimizing a sum of polyhedral functions
- A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
- Solving staircase linear programs by the simplex method, 1: Inversion
- Distributed dynamic programming
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- Nested decomposition for dynamic models
- Parallel Decomposition: Results for Staircase Linear Programs
- Solving staircase linear programs by the simplex method, 2: Pricing
- Convex Analysis
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
