Parallel Factorization of Structured Matrices Arising in Stochastic Programming
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Publication:4321313
DOI10.1137/0804048zbMath0813.65063MaRDI QIDQ4321313
E. R. Jessup, Stavros A. Zenios, Dafeng Yang
Publication date: 7 June 1995
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0804048
computational experiments; parallel algorithms; large scale optimization; stochastic programs; connection machine CM-5; Intel \(i\)pSC/860; large scale linear equations; parallel matrix factorization
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C15: Stochastic programming
65Y05: Parallel numerical computation
65F05: Direct numerical methods for linear systems and matrix inversion
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