Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
From MaRDI portal
Publication:3815854
DOI10.1287/mnsc.34.12.1472zbMath0664.90051OpenAlexW2116337907MaRDI QIDQ3815854
Publication date: 1988
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.34.12.1472
stochastic linear programslarge-scale problemsKarmarkar's algorithmworst-case boundblock-angular structured linear programs
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15)
Related Items (31)
Parallelizable preprocessing method for multistage stochastic programming problems ⋮ Continuous approximation schemes for stochastic programs ⋮ The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems ⋮ Speeding up Karmarkar's algorithm for multicommodity flows ⋮ A predictor-corrector method for extended linear-quadratic programming ⋮ A cutting plane method from analytic centers for stochastic programming ⋮ Solving a linear multiperiod portfolio problem by interior-point methodology ⋮ On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems ⋮ Interior point methods 25 years later ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ An Embarrassingly Parallel Method for Large-Scale Stochastic Programs ⋮ A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models ⋮ Parallel interior-point solver for structured quadratic programs: Application to financial planning problems ⋮ A two-stage stochastic programming model for electric energy producers ⋮ Scenario generation and stochastic programming models for asset liability management ⋮ Exploiting structure in parallel implementation of interior point methods for optimization ⋮ The parallel solution of dense saddle-point linear systems arising in stochastic programming ⋮ Exploiting special structure in a primal-dual path-following algorithm ⋮ Efficient solution of two-stage stochastic linear programs using interior point methods ⋮ Computing Karmarkar's projections quickly by using matrix factorization ⋮ Design and implementation of a modular interior-point solver for linear optimization ⋮ Strategic financial risk management and operations research ⋮ The augmented system variant of IPMs in two-stage stochastic linear programming computation ⋮ Using an interior point method for the master problem in a decomposition approach ⋮ Computing Karmarkar's projections in stochastic linear programming ⋮ SICOpt: Solution approach for nonlinear integer stochastic programming problems ⋮ Computational assessment of distributed decomposition methods for stochastic linear programs ⋮ A primal-dual decomposition algorithm for multistage stochastic convex programming ⋮ Interior-point methods with decomposition for solving large-scale linear programs ⋮ Inexact subgradient methods with applications in stochastic programming ⋮ Improving an interior-point approach for large block-angular problems by hybrid preconditioners
This page was built for publication: Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
