The parallel solution of dense saddle-point linear systems arising in stochastic programming
DOI10.1080/10556788.2011.602976zbMATH Open1254.90140OpenAlexW2056598082MaRDI QIDQ5200564FDOQ5200564
Mihai Anitescu, Cosmin Petra, Miles Lubin
Publication date: 6 November 2012
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2011.602976
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Cites Work
- LAPACK Users' Guide
- ScaLAPACK Users' Guide
- Object-oriented software for quadratic programming
- Parallel interior-point solver for structured linear programs
- Numerical solution of saddle point problems
- Introduction to Stochastic Programming
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse
- Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
- The Cholesky factorization in interior point methods
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Exploiting structure in parallel implementation of interior point methods for optimization
Cited In (12)
- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
- Optimization techniques for tree-structured nonlinear problems
- Title not available (Why is that?)
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- An inertia-free filter line-search algorithm for large-scale nonlinear programming
- 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
- 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
Uses Software
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