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Volumn 24, Issue 2-3, 2003, Pages 251-265

A note on the recursive and parallel structure of the Birge and Qi factorization for tree structured linear programs

Author keywords

Interior point method; Linear programming; Recursive and parallel algorithms; Tree structured problems

Indexed keywords

CONSTRAINT THEORY; PARALLEL ALGORITHMS; RECURSIVE FUNCTIONS; STOCHASTIC PROGRAMMING; TREES (MATHEMATICS);

EID: 0037321489     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021810125060     Document Type: Article
Times cited : (5)

References (16)
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  • 2
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    • Birge, J.R.1    Qi, L.2
  • 6
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    • Parallel factorization of structured matrices arising in stochastic programming
    • E.R. Jessup, D. Yang, and S.A. Zenios, "Parallel factorization of structured matrices arising in stochastic programming," SIAM J. Optimization, vol. 4, no. 4, pp. 833-846, 1994.
    • (1994) SIAM J. Optimization , vol.4 , Issue.4 , pp. 833-846
    • Jessup, E.R.1    Yang, D.2    Zenios, S.A.3
  • 7
    • 0000561116 scopus 로고
    • On the implementation of a primal-dual interior point method
    • S. Mehrotra, "On the implementation of a primal-dual interior point method," SIAM J. Optimization, vol. 2, no. 4, pp. 575-601, 1992.
    • (1992) SIAM J. Optimization , vol.2 , Issue.4 , pp. 575-601
    • Mehrotra, S.1
  • 8
    • 0028548321 scopus 로고
    • Powerlist: A structure for parallel recursion
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    • Misra, J.1
  • 10
    • 0013253508 scopus 로고    scopus 로고
    • On the Birge and Qi method for three-stage stochastic programs using IPM
    • Technical Report, AURORA TR2001-12, Vienna, Austria
    • G. Pflug and L. Halada, "On the Birge and Qi method for three-stage stochastic programs using IPM," Technical Report, AURORA TR2001-12, Special Research Program SFB F011 "AURORA," Vienna, Austria, 2001.
    • (2001) Special Research Program SFB F011 "AURORA"
    • Pflug, G.1    Halada, L.2
  • 11
    • 0342733486 scopus 로고    scopus 로고
    • Selected parallel optimization methods for finacnial management under uncertainty
    • G. Pflug and A. Swietanowski, "Selected parallel optimization methods for finacnial management under uncertainty," Parallel Computing, vol. 26, pp. 3-25, 2000.
    • (2000) Parallel Computing , vol.26 , pp. 3-25
    • Pflug, G.1    Swietanowski, A.2
  • 13
    • 0032338893 scopus 로고    scopus 로고
    • An interior random vector algorithm for multistage stochastic linear programs
    • E. Schweitzer, "An interior random vector algorithm for multistage stochastic linear programs," SIAM J. Optim., vol. 8, no. 4, pp. 956-972, 1998.
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    • Schweitzer, E.1
  • 15
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    • Scalable parallel computations for large-scale stochastic programming
    • H. Vladimirou and S.A. Zenios, "Scalable parallel computations for large-scale stochastic programming," Annals Open Res., vol. 90, pp. 87-129, 1999.
    • (1999) Annals Open Res. , vol.90 , pp. 87-129
    • Vladimirou, H.1    Zenios, S.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.