Parallel Processing in the Solution of Two-Stage Stochastic Linear Programs with Complete Recourse.
K. A. AriyawansaPublished in: PPSC (1989)
Keyphrases
- linear program
- parallel processing
- stochastic programming
- optimal solution
- multistage stochastic
- linear programming
- mixed integer linear program
- integer program
- simplex method
- mixed integer
- semi infinite
- linear programming problems
- computational power
- distributed processing
- column generation
- mixed integer program
- processing speed
- quadratic program
- integer programming
- stage stochastic programs
- ibm sp
- dynamic programming
- interior point methods
- extreme points
- primal dual
- linear inequalities
- simplex algorithm
- objective function
- interior point
- np hard
- pc cluster
- cutting plane