On parallelizing dual decomposition in stochastic integer programming

For stochastic mixed-integer programs, we revisit the dual decomposition algorithm of Carøe and Schultz from a computational perspective with the aim of its parallelization. We address an important bottleneck of parallel execution by identifying a formulation that permits the parallel solution of th...

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Bibliographic Details
Published in:	Operations research letters Vol. 41; no. 3; pp. 252 - 258
Main Authors:	Lubin, Miles, Martin, Kipp, Petra, Cosmin G., Sandıkçı, Burhaneddin
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.05.2013 Elsevier
Subjects:	Bundle methods Column generation Computation Decomposition Dual decomposition Integer programming Mixed-integer programming Operations research Optimization Parallel computing Parallel processing Solvers Stochastic programming Stochasticity Dual decomposition Column generation Parallel computing Bundle methods Mixed-integer programming Stochastic programming
ISSN:	0167-6377, 1872-7468
Online Access:	Get full text
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