The parallel solution of dense saddle-point linear systems arising in stochastic programming
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Cites work
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
- Exploiting structure in parallel implementation of interior point methods for optimization
- Introduction to Stochastic Programming
- LAPACK Users' Guide
- Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
- Numerical solution of saddle point problems
- Object-oriented software for quadratic programming
- Parallel interior-point solver for structured linear programs
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- ScaLAPACK Users' Guide
- The Cholesky factorization in interior point methods
Cited in
(14)- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
- Optimization techniques for tree-structured nonlinear problems
- scientific article; zbMATH DE number 761259 (Why is no real title available?)
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- An inertia-free filter line-search algorithm for large-scale nonlinear programming
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Input–Output Performance of Linear–Quadratic Saddle-Point Algorithms With Application to Distributed Resource Allocation Problems
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
- Parallel distributed-memory simplex for large-scale stochastic LP problems
- A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems
- Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems
- Parallel computational optimization in operations research: a new integrative framework, literature review and research directions
- Domain-decomposition least-squares Petrov-Galerkin (DD-LSPG) nonlinear model reduction
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