Clustering-based preconditioning for stochastic programs
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Publication:288399
DOI10.1007/S10589-015-9813-XzbMATH Open1350.90026OpenAlexW2286535327MaRDI QIDQ288399FDOQ288399
Yankai Cao, Victor M. Zavala, Carl D. Laird
Publication date: 25 May 2016
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-015-9813-x
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Cited In (7)
- Using stochastic programming to train neural network approximation of nonlinear MPC laws
- On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- Hierarchical MPC schemes for periodic systems using stochastic programming
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
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