期刊文献+

Asynchronous Nested Optimization Algorithms and Their Parallel Implementation

Asynchronous Nested Optimization Algorithms and Their Parallel Implementation
下载PDF
导出
摘要 Large scale optimization problems can only be solved in an efficient way, if their special structure is taken as the basis of algorithm design. In this paper we consider a very broad class of large-scale problems with special structure, namely tree structured problems. We show how the exploitation of the structure leads to efficient decomposition algorithms and how it may be implemented in a parallel environment. Large scale optimization problems can only be solved in an efficient way, if their special structure is taken as the basis of algorithm design. In this paper we consider a very broad class of large-scale problems with special structure, namely tree structured problems. We show how the exploitation of the structure leads to efficient decomposition algorithms and how it may be implemented in a parallel environment.
出处 《Wuhan University Journal of Natural Sciences》 CAS 2001年第Z1期560-567,共8页 武汉大学学报(自然科学英文版)
基金 Supported by the Austrin Science Fund as part of the Special Research Program AURORA(f0 11)
关键词 financial management stochastic optimization tree structured problems parallel programming JAVA financial management stochastic optimization tree structured problems parallel programming Java
  • 相关文献

参考文献25

  • 1Andrzej Ruszczyński.Decomposition methods in stochastic programming[J]. Mathematical Programming . 1997 (1-3)
  • 2Andrzej Ruszczyński.Parallel decomposition of multistage stochastic programming problems[J]. Mathematical Programming . 1993 (1-3)
  • 3M. V. F. Pereira,L. M. V. G. Pinto.Multi-stage stochastic optimization applied to energy planning[J]. Mathematical Programming . 1991 (1-3)
  • 4Horand I. Gassmann.Mslip: A computer code for the multistage stochastic linear programming problem[J]. Mathematical Programming . 1990 (1-3)
  • 5J. F. Benders.Partitioning procedures for solving mixed-variables programming problems[J]. Numerische Mathematik . 1962 (1)
  • 6Lustig I J,Marsten R E,shanno D F.Interior Point Methods for Linear Programming: Computational State of the art. ORSA Journal on Computing . 1994
  • 7Ermoliev Y,Wets R J B,eds.Numerical Techniques for Stochastic Optimization. . 1988
  • 8Wright S J.Primal -Dual Interior -Point Methods. . 1997
  • 9Suhl U H.MOPS-Mathematical Optimization System. European Journal of Operational Research . 1994
  • 10Pflug G C,Swietanowski A.Selected Parallel Pptimization Methods for Financial Management Under Uncertainty. Parallel Computation . 2000

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部