Scalable parallel benders decomposition for stochastic linear programming

Parallel Computing

Volumn 23, Issue 8, 1997, Pages 1069-1088

  Nielsen, Soren S ^a   Zenios, Stavros A ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Benders decomposition; Connection machine; Interior point algorithm; Stochastic programming; Two stage stochastic linear programs

Indexed keywords

COMPUTER ARCHITECTURE; CONSTRAINT THEORY; PARALLEL ALGORITHMS; PARALLEL PROCESSING SYSTEMS; PROBLEM SOLVING; RANDOM PROCESSES; RESOURCE ALLOCATION;

BENDER DECOMPOSITION ALGORITHM; CONNECTION MACHINE; INTERIOR POINT ALGORITHM; STOCHASTIC PROGRAMMING;

LINEAR PROGRAMMING;

EID: 0031208369     PISSN: 01678191     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-8191(97)00044-6     Document Type: Article

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