Parallel distributed-memory simplex for large-scale stochastic LP problems
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Publication:2393649
DOI10.1007/s10589-013-9542-yzbMath1276.90044OpenAlexW2013340830MaRDI QIDQ2393649
Miles Lubin, Mihai Anitescu, J. A. J. Hall, Cosmin G. Petra
Publication date: 8 August 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/17773151/Parallel_distributed_memory_simplex_for_large_scale_stochastic_LP_problems.pdf
Linear programming (90C05) Stochastic programming (90C15) Extreme-point and pivoting methods (90C49)
Related Items (9)
Advances in the Parallelization of the Simplex Method ⋮ Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs ⋮ Efficient Stochastic Programming in Julia ⋮ On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems ⋮ An augmented Lagrangian filter method ⋮ Asynchronous Lagrangian scenario decomposition ⋮ A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems ⋮ A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method ⋮ Novel update techniques for the revised simplex method
Uses Software
Cites Work
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