𝔖 Bobbio Scriptorium
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Scalable parallel computations forlarge-scale stochastic programming

✍ Scribed by H. Vladimirou; S.A. Zenios


Book ID
110380393
Publisher
Springer US
Year
1999
Tongue
English
Weight
332 KB
Volume
90
Category
Article
ISSN
0254-5330

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A multistage stochastic programming algo
✍ JΓΆrgen Blomvall πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 187 KB

In [Euro. J. Operat. Res. 143 (2002) 452; Opt. Meth. Software 17 (2002) 383] a Riccatibased primal interior point method for multistage stochastic programmes was developed. This algorithm has several interesting features. It can solve problems with a nonlinear node-separable convex objective, local