Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints.
Patrizia BeraldiLucio GrandinettiRoberto MusmannoChefi TrikiPublished in: Parallel Comput. (2000)
Keyphrases
- linear program
- parallel algorithm
- mixed integer program
- integer program
- lagrange multipliers
- linear programming
- semi infinite
- mixed integer
- linear programming problems
- simplex method
- linear inequalities
- column generation
- parallel computation
- parallel programming
- np hard
- optimal solution
- primal dual
- interior point methods
- shared memory
- objective function
- extreme points
- dynamic programming
- market equilibrium
- mathematical programming
- mixed integer linear programming
- integer programming
- feasible solution
- stochastic programming
- parallel implementations
- pc cluster
- cutting plane
- mixed integer linear program
- strongly polynomial
- cluster of workstations
- interior point
- convex functions
- quadratic program
- nonlinear programming
- combinatorial search problems
- processor array
- parallel version
- simplex algorithm
- state space