A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
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Cites work
- scientific article; zbMATH DE number 53686 (Why is no real title available?)
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Riccati-based primal interior point solver for multistage stochastic programming
- An interior-point algorithm for nonconvex nonlinear programming
- Basic Linear Algebra Subprograms for Fortran Usage
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- Markowitz revisited: mean-variance models in financial portfolio analysis
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- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Parallel Processing and Applied Mathematics
- Parallel Programming
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Portfolio selection using multistage stochastic programming
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- Tree-sparse convex programs
Cited in
(4)- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- Parallel computational optimization in operations research: a new integrative framework, literature review and research directions
- On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
- Optimization techniques for tree-structured nonlinear problems
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