Parallel decomposition of large-scale stochastic nonlinear programs

DOI10.1007/BF02187640zbMath0854.90105MaRDI QIDQ1918421

John R. Birge, Charles H. Rosa

Publication date: 31 July 1996

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

zbMATH Keywords

decomposition; parallel computation; stochastic nonlinear programs

Mathematics Subject Classification ID

90C06: Large-scale problems in mathematical programming

90C30: Nonlinear programming

90C15: Stochastic programming

91B62: Economic growth models

65Y05: Parallel numerical computation

Related Items

Multistage quadratic stochastic programming, A primal-dual decomposition algorithm for multistage stochastic convex programming

Uses Software

• AMPL
• GAMS
• MINOS

Cites Work

• Unnamed Item
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• Nested Decomposition of Multistage Convex Programs
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