Performance Optimization of a Parallel, Two Stage Stochastic Linear Program.
Akhil LangerRamprasad VenkataramanUdatta S. PalekarLaxmikant V. KaléSteven BakerPublished in: ICPADS (2012)
Keyphrases
- linear program
- semi infinite
- stochastic programming
- linear programming
- quadratic program
- simplex method
- optimal solution
- approximate dynamic programming
- objective function
- primal dual
- lagrange multipliers
- linear programming problems
- optimization method
- dynamic programming
- quadratic programming
- multistage stochastic
- mixed integer
- interior point
- nonlinear programming
- interior point methods
- integer program
- column generation
- np hard
- mathematical programming
- optimization problems
- mixed integer linear program
- constrained optimization
- optimization methods
- optimization algorithm
- semidefinite programming
- genetic algorithm
- multi objective