Adapting Progressive Hedging for Solving Two-Stage Stochastic Programs Under a Peer-to-Peer Computing Network

Following recent technology advances and increasing applications in peer-to-peer network computing, we explore the potential of using decentralized optimization methods to solve notoriously hard stochastic programs. As the first attempt, we adapt the well-known progressive hedging (PH) method under...

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Veröffentlicht in:	IEEE transactions on network science and engineering Jg. 11; H. 4; S. 3611 - 3622
Hauptverfasser:	Du, Bin, Kong, Nan, Sun, Dengfeng
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Piscataway IEEE 01.07.2024 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	Computation Computing networks Convergence distributed algorithms Inspection Mixed integer Peer to peer computing Programming Stochastic processes stochastic programs Uncertainty
ISSN:	2327-4697, 2334-329X
Online-Zugang:	Volltext
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