A Riccati-based primal interior point solver for multistage stochastic programming - Extensions

Optimization Methods and Software

Volumn 17, Issue 3 SPEC., 2002, Pages 383-407

  Blomvall, Jörgen ^a   Lindberg, Per Olov ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Interior point methods; Parallel computations; Stochastic programming

Indexed keywords

CONSTRAINT THEORY; GLOBAL OPTIMIZATION; LAGRANGE MULTIPLIERS; PARALLEL PROCESSING SYSTEMS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RICCATI EQUATIONS;

GLOBAL EQUALITY CONSTRAINTS; INTERIOR POINT METHODS; LAGRANGEAN RELAXATION;

STOCHASTIC PROGRAMMING;

EID: 0036592203     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/1055678021000033946     Document Type: Article

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