메뉴 건너뛰기




Volumn 101, Issue 2, 1997, Pages 317-327

The augmented system variant of IPMs in two-stage stochastic linear programming computation

(1)  Mészáros, Csaba a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords

NUMERICAL METHODS; OPERATIONS RESEARCH; RANDOM PROCESSES; STATISTICAL METHODS;

EID: 0031219824     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(96)00400-6     Document Type: Article
Times cited : (10)

References (31)
  • 2
    • 0001351705 scopus 로고
    • On the augmented system approach to sparse least-squares problems
    • M. Arioli, I.S. Duff, P.P.M. Rijk, On the augmented system approach to sparse least-squares problems, Numerische Mathematik 55 (1989) 667-684.
    • (1989) Numerische Mathematik , vol.55 , pp. 667-684
    • Arioli, M.1    Duff, I.S.2    Rijk, P.P.M.3
  • 5
    • 0027002128 scopus 로고
    • Efficient solution of two-stage stochastic linear programs using interior point methods
    • J. Birge, D. Holmes, Efficient solution of two-stage stochastic linear programs using interior point methods, Computational Optimization and Applications 1 (1992) 245-276.
    • (1992) Computational Optimization and Applications , vol.1 , pp. 245-276
    • Birge, J.1    Holmes, D.2
  • 6
    • 0001238788 scopus 로고
    • Computing block-angular Karmarkar projections with applications to stochastic programming
    • J. Birge, L. Qi, Computing block-angular Karmarkar projections with applications to stochastic programming, Management Science 34 (12) (1988) 1472-1479.
    • (1988) Management Science , vol.34 , Issue.12 , pp. 1472-1479
    • Birge, J.1    Qi, L.2
  • 7
    • 0015200767 scopus 로고
    • Direct methods for solving symmetric indefinite systems of linear equations
    • J.R. Bunch, B.N. Parlett, Direct methods for solving symmetric indefinite systems of linear equations, SIAM Journal on Numerical Analysis 8 (1971) 639-655.
    • (1971) SIAM Journal on Numerical Analysis , vol.8 , pp. 639-655
    • Bunch, J.R.1    Parlett, B.N.2
  • 11
    • 0002189178 scopus 로고
    • Solving symmetric indefinite systems in an interior point method for linear programming
    • R. Fourer, S. Mehrotra, Solving symmetric indefinite systems in an interior point method for linear programming, Mathematical Programming 62 (1993) 15-39.
    • (1993) Mathematical Programming , vol.62 , pp. 15-39
    • Fourer, R.1    Mehrotra, S.2
  • 14
    • 0003645104 scopus 로고
    • Technical Report 94-11, Department of Industrial and Operations Engineering, The University of Michigan
    • D. Holmes, A collection of stochastic programming problems, Technical Report 94-11, Department of Industrial and Operations Engineering, The University of Michigan, 1994.
    • (1994) A Collection of Stochastic Programming Problems
    • Holmes, D.1
  • 15
    • 0042470579 scopus 로고
    • SLP-IOR: A model management system for stochastic linear programming - System design
    • A.J.M. Beulens, J.-H. Sebastian (Eds.), Springer-Verlag, New York
    • P. Kall, J. Mayer, SLP-IOR: a model management system for stochastic linear programming - system design, in: A.J.M. Beulens, J.-H. Sebastian (Eds.), Optimization-based Computer-aided Modeling and Design, Springer-Verlag, New York, 1992, pp. 139-147.
    • (1992) Optimization-based Computer-aided Modeling and Design , pp. 139-147
    • Kall, P.1    Mayer, J.2
  • 16
    • 0041468827 scopus 로고
    • A model management system for stochastic linear programming
    • P. Kall (Ed.), Springer-Verlag, New York
    • P. Kall, J. Mayer, A model management system for stochastic linear programming, in: P. Kall (Ed.), System Modelling and Optimization, Springer-Verlag, New York, 1992, pp. 580-587.
    • (1992) System Modelling and Optimization , pp. 580-587
    • Kall, P.1    Mayer, J.2
  • 17
    • 51249181779 scopus 로고
    • A new polynomial time algorithm for linear programming
    • N. Karmarkar, A new polynomial time algorithm for linear programming, Combinatorica 4 (1984) 375-395.
    • (1984) Combinatorica , vol.4 , pp. 375-395
    • Karmarkar, N.1
  • 18
    • 0001380612 scopus 로고
    • Formulating two-stage stochastic programs for interior point methods
    • I.J. Lustig, J.M. Mulvey, T.J. Carpenter, Formulating two-stage stochastic programs for interior point methods, Operations Research 39/5 (1991) 757-770.
    • (1991) Operations Research , vol.39 , Issue.5 , pp. 757-770
    • Lustig, I.J.1    Mulvey, J.M.2    Carpenter, T.J.3
  • 19
    • 0001662422 scopus 로고
    • Interior point methods for linear programming: Computational state of the art
    • I.J. Lustig, R.E. Marsten, D.F. Shanno, Interior point methods for linear programming: computational state of the art, ORSA Journal on Computing 6 (1994) 1-14.
    • (1994) ORSA Journal on Computing , vol.6 , pp. 1-14
    • Lustig, I.J.1    Marsten, R.E.2    Shanno, D.F.3
  • 21
    • 0003617328 scopus 로고
    • Technical Report 90-16R1, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL
    • S. Mehrotra, Higher order methods and their performance, Technical Report 90-16R1, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, 1991.
    • (1991) Higher Order Methods and Their Performance
    • Mehrotra, S.1
  • 22
    • 0030080729 scopus 로고    scopus 로고
    • Fast Cholesky-factorization for interior point method of linear programming
    • Cs. Mészáros, Fast Cholesky-factorization for interior point method of linear programming, Computational Mathematics and Applications 31 (4-5) (1996) 49-54.
    • (1996) Computational Mathematics and Applications , vol.31 , Issue.4-5 , pp. 49-54
    • Mészáros, Cs.1
  • 23
    • 0041081332 scopus 로고
    • Working Paper WP 95-7, Computer and Automation Research Institute, Hungarian Academy of Sciences, Budapest
    • Cs. Mészáros, The 'inexact' minimum local fill-in ordering algorithm, Working Paper WP 95-7, Computer and Automation Research Institute, Hungarian Academy of Sciences, Budapest, 1995.
    • (1995) The 'Inexact' Minimum Local Fill-in Ordering Algorithm
    • Mészáros, Cs.1
  • 24
    • 0000301396 scopus 로고
    • Stochastic network optimization models for investment planning
    • J.M. Mulvey, H. Vladimirou, Stochastic network optimization models for investment planning, Annals of Operations Research 20 (1989) 187-217.
    • (1989) Annals of Operations Research , vol.20 , pp. 187-217
    • Mulvey, J.M.1    Vladimirou, H.2
  • 25
    • 0014534894 scopus 로고
    • The L-shaped linear programs with application to optimal control and stochastic programming
    • R. Van Slyke, R.J.-B. Wets, The L-shaped linear programs with application to optimal control and stochastic programming, SIAM Journal on Applied Mathematics 17 (1969) 638-663.
    • (1969) SIAM Journal on Applied Mathematics , vol.17 , pp. 638-663
    • Van Slyke, R.1    Wets, R.J.-B.2
  • 26
    • 84966259276 scopus 로고
    • Modifying pivot elements in gaussian elimination
    • G.W. Stewart, Modifying pivot elements in Gaussian elimination, Mathematics of Computation 28 (1974) 537-542.
    • (1974) Mathematics of Computation , vol.28 , pp. 537-542
    • Stewart, G.W.1
  • 27
    • 0038885223 scopus 로고
    • Some results concerning an algorithm for the discrete recourse problem
    • M.A.H. Dempster (Ed.), Academic Press, New York
    • B. Strazicky, Some results concerning an algorithm for the discrete recourse problem, in: M.A.H. Dempster (Ed.), Stochastic Programming, Academic Press, New York, 1980.
    • (1980) Stochastic Programming
    • Strazicky, B.1
  • 28
    • 0000967515 scopus 로고
    • Computing sparse LU factorizations for large-scale linear programming bases
    • U.H. Suhl, L.M. Suhl, Computing sparse LU factorizations for large-scale linear programming bases, ORSA Journal on Computing 2 (4) (1990) 325-335.
    • (1990) ORSA Journal on Computing , vol.2 , Issue.4 , pp. 325-335
    • Suhl, U.H.1    Suhl, L.M.2
  • 29
    • 0027911607 scopus 로고
    • Symmetric indefinite systems for interior point methods
    • R.J. Vanderbei, T.J. Carpenter, Symmetric indefinite systems for interior point methods, Mathematical Programming 58 (1993) 1-32.
    • (1993) Mathematical Programming , vol.58 , pp. 1-32
    • Vanderbei, R.J.1    Carpenter, T.J.2
  • 30
    • 0002090173 scopus 로고
    • Symmetric quasi-definite matrices
    • R.J. Vanderbei, Symmetric quasi-definite matrices, SIAM Journal on Optimization 5 (1) (1995) 373-395.
    • (1995) SIAM Journal on Optimization , vol.5 , Issue.1 , pp. 373-395
    • Vanderbei, R.J.1
  • 31
    • 0016084468 scopus 로고
    • Stochastic programs with fixed recourse: The equvivalent deterministic problem
    • R.J.-B. Wets, Stochastic programs with fixed recourse: the equvivalent deterministic problem, SIAM Review 16 (1974) 309-339.
    • (1974) SIAM Review , vol.16 , pp. 309-339
    • Wets, R.J.-B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.