A parallel computation approach for solving multistage stochastic network problems

DOI10.1023/A:1018904513466MaRDI QIDQ1808199zbMATH OpenFDO

Authors Yanyan Li

Publication date 2 December 1999

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1018904513466

zbMATH Keywords

decomposition methodmultistage linear and nonlinear network problemsmultistage networkparallel computation

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stochastic programming (90C15) Programming involving graphs or networks (90C35)

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Cited in

(18)

• A nested layered network model for parallel solutions of discrete SPPs
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
• A nonlinear optimization package for long-term hydrothermal coordination.
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• Schumann, a modeling framework for supply chain management under uncertainty
• Network planning under uncertainty with an application to hydropower generation
• Solving multistage stochastic network programs on massively prallel computers
• On a distributed implementation of a decomposition method for multistage linear stochastic programs
• Numerical techniques in applied multistage stochastic programming
• A two-stage stochastic integer programming model for a thermal power system expansion
• An effective heuristic for multistage linear programming with a stochastic right-hand side
• Solving multistage stochastic networks: An application of scenario aggregation
• Networked parallel algorithms for robust convex optimization via the scenario approach
• Load Balancing in Hypercube Solution of Stochastic Optimization Problems
• A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
• On the enrouting protocol problem under uncertainty
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty

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