Decomposition Algorithms for Stochastic Programming on a Computational Grid
| dc.creator | Linderoth, Jeff | |
| dc.creator | Wright, Stephen | |
| dc.date | 2001-06-18 | |
| dc.date.accessioned | 2026-07-07T04:42:13Z | |
| dc.date.available | 2026-07-07T04:42:13Z | |
| dc.description | We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region method. The parallel platform of choice is the dynamic, heterogeneous, opportunistic platform provided by the Condor system. The algorithms are of master-worker type (with the workers being used to solve second-stage problems, and the MW runtime support library (which supports master-worker computations) is key to the implementation. Computational results are presented on large sample average approximations of problems from the literature. | |
| dc.description | 44 pages | |
| dc.identifier | https://arxiv.org/abs/math/0106151 | |
| dc.identifier | http://arxiv.org/abs/math/0106151 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/61682 | |
| dc.subject | Optimization and Control | |
| dc.subject | 90C15; 65K05 | |
| dc.title | Decomposition Algorithms for Stochastic Programming on a Computational Grid | |
| dc.type | text |