A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization-Reference-Cited by-同舟云学术

A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization

Published:2017-11 Issue:4 Volume:29 Page:612-630
ISSN:1091-9856
Container-title:INFORMS Journal on Computing
language:en
Short-container-title:INFORMS Journal on Computing

Author:

Hübner Jens¹,Schmidt Martin²,Steinbach Marc C.³

Affiliation:

1. HaCon Ingenieurgesellschaft mbH, 30163 Hannover, Germany

2. Department Mathematik, Friedrich-Alexander-Universität Erlangen-Nürnberg, 91058 Erlangen, Germany; and Energie Campus Nürnberg, 90429 Nürnberg, Germany

3. Leibniz Universität Hannover, Institute of Applied Mathematics, 30167 Hannover, Germany

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

General Engineering

Reference23 articles.

1. Introduction to Stochastic Programming

2. A multistage stochastic programming algorithm suitable for parallel computing

3. A Riccati-based primal interior point solver for multistage stochastic programming

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach;European Journal of Operational Research;2023-10

2. Parallel computational optimization in operations research: A new integrative framework, literature review and research directions;European Journal of Operational Research;2020-11

3. Method for solving chance constrained optimal control problems using biased kernel density estimators;Optimal Control Applications and Methods;2020-10-06

4. Optimization techniques for tree-structured nonlinear problems;Computational Management Science;2020-02-05

5. On electricity market equilibria with storage: Modeling, uniqueness, and a distributed ADMM;Computers & Operations Research;2020-02