Parallel Interior Point Schemes for Solving Multistage Convex Programming.
Markus HeglandMichael R. OsborneJie SunPublished in: Ann. Oper. Res. (2001)
Keyphrases
- convex programming
- multistage
- interior point methods
- interior point
- linear programming
- primal dual
- convex optimization
- dynamic programming
- linear programming problems
- quadratic programming
- linear program
- semidefinite programming
- solving problems
- lot sizing
- computationally intensive
- optimal policy
- linear systems
- image processing
- low rank
- np hard