A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
DOI10.1287/IJOC.2017.0748OpenAlexW2741147377MaRDI QIDQ5131691FDOQ5131691
Authors: Jens Hübner, Martin Schmidt, Marc C. Steinbach 
Publication date: 9 November 2020
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9daca3c71217aa8c65e807920504da7e13c9d9fe
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distributed computinginterior-point methodsparallel computingportfolio optimizationmultistage stochastic programmingKKT systems
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Cited In (4)
- Optimization techniques for tree-structured nonlinear problems
- On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
- Parallel computational optimization in operations research: a new integrative framework, literature review and research directions
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
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