On a distributed implementation of a decomposition method for multistage linear stochastic programs

Implementation of a parallel decomposition method for solving linear multistage stochastic programming problems in Sun Network is described. The problem is decomposed into a system of subproblems connected in a tree-like structure. The subproblems can execute independently in parallel generating pro...

Full description

Saved in:

Bibliographic Details
Published in:	Optimization Vol. 38; no. 2; pp. 193 - 200
Main Author:	Korycki, J.
Format:	Journal Article
Language:	English
Published:	Gordon and Breach Science Publishers 01.01.1996
Subjects:	Decomposition Distributed Programming Parallel Computing Stochastic Programming
ISSN:	0233-1934, 1029-4945
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!