Parallel distributed-memory simplex for large-scale stochastic LP problems
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DOI: 10.1007/s10589-013-9542-y
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- Kuang-Yu Ding & Xin-Yee Lam & Kim-Chuan Toh, 2023. "On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems," Computational Optimization and Applications, Springer, vol. 86(1), pages 117-161, September.
- Martin Biel & Mikael Johansson, 2022. "Efficient Stochastic Programming in Julia," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1885-1902, July.
- ARAVENA, Ignacio & PAPAVASILIOU, Anthony, 2016. "An Asynchronous Distributed Algorithm for solving Stochastic Unit Commitment," LIDAM Discussion Papers CORE 2016038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Qi Huangfu & J. Hall, 2015. "Novel update techniques for the revised simplex method," Computational Optimization and Applications, Springer, vol. 60(3), pages 587-608, April.
- Lluís-Miquel Munguía & Geoffrey Oxberry & Deepak Rajan & Yuji Shinano, 2019. "Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs," Computational Optimization and Applications, Springer, vol. 73(2), pages 575-601, June.
- Schulze, Tim & Grothey, Andreas & McKinnon, Ken, 2017. "A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems," European Journal of Operational Research, Elsevier, vol. 261(1), pages 247-259.
- Sven Leyffer & Charlie Vanaret, 2020. "An augmented Lagrangian filter method," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(2), pages 343-376, October.
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Keywords
Simplex method; Parallel computing; Stochastic optimization; Block-angular;All these keywords.
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