Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints

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In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represent several real-world applications, including

Patrizia Beraldi, Lucio Grandinetti, Roberto Musma

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Dual Block-angular Structure | Management | Parallel Method | PC 2000 | Two-stage Stochastic Linear |

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Added	19 Dec 2010
Updated	19 Dec 2010
Type	Journal
Year	2000
Where	PC
Authors	Patrizia Beraldi, Lucio Grandinetti, Roberto Musmanno, Chefi Triki

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Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints

Dual Block-angular Structure | Management | Parallel Method | PC 2000 | Two-stage Stochastic Linear |

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