scientific article

zbMath0984.90032MaRDI QIDQ2752043

Marc C. Steinbach

Publication date: 14 May 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interior point methodshierarchical KKT sparsitymultistage convex stochastic programs

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (6)

On PDE solution in transient optimization of gas networks ⋮ On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach ⋮ A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization ⋮ Solving multistage asset investment problems by the sample average approximation method ⋮ A splitting method for stochastic programs ⋮ A Structure Conveying Parallelizable Modeling Language for Mathematical Programming

Uses Software

• MSLiP

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