scientific article; zbMATH DE number 1163102

MaRDI QIDQ4394591zbMATH OpenFDO

Authors Hercules Vladimirou, Stavros A. Zenios

Publication date 11 June 1998

zbMATH Keywords

parallel algorithms

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

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Cited in

(20)

• scientific article; zbMATH DE number 761259 (Why is no real title available?)
• Building and solving large-scale stochastic programs on an affordable distributed computing system
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
• A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
• Hedging options under transaction costs and stochastic volatility
• Parallel Factorization of Structured Matrices Arising in Stochastic Programming
• scientific article; zbMATH DE number 434545 (Why is no real title available?)
• Parallel and distributed computing for stochastic dual dynamic programming
• Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface.
• Parallel processors for planning under uncertainty
• scientific article; zbMATH DE number 792788 (Why is no real title available?)
• A parallel computation approach for solving multistage stochastic network problems
• Parallel decomposition of large-scale stochastic nonlinear programs
• A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
• An embarrassingly parallel method for large-scale stochastic programs
• Algorithm portfolios and teams in parallel optimization
• Selected parallel optimization methods for financial management under uncertainty
• Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
• Parallelizable preprocessing method for multistage stochastic programming problems
• Parallel distributed-memory simplex for large-scale stochastic LP problems

Describes a project that uses

Uses Software

• MSLiP

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