Parallelizable preprocessing method for multistage stochastic programming problems
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Publication:2370063
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Cites work
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- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
- A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming
- A regularized decomposition method for minimizing a sum of polyhedral functions
- A scalable parallel interior point algorithm for stochastic linear programming and robust optimization
- Applying the progressive hedging algorithm to stochastic generalized networks
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- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Decomposition algorithms for stochastic programming on a computational grid
- Decomposition methods in stochastic programming
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- High-Performance Computing for Asset-Liability Management
- scientific article; zbMATH DE number 1187123 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- Introduction to Stochastic Programming
- On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- Scenario analysis via bundle decomposition
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Cited in
(9)- A parallel computation approach for solving multistage stochastic network problems
- Solving multistage stochastic network programs on massively prallel computers
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
- Clustering-based preconditioning for stochastic programs
- scientific article; zbMATH DE number 1187207 (Why is no real title available?)
- Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Preprocessing in Stochastic Programming: The Case of Capacitated Networks
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
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