A distributed interior-point KKT solver for multistage stochastic optimization
Jens Hübner, Martin Schmidt, Marc C. Steinbach
| Year of publication: |
2017
|
|---|---|
| Authors: | Hübner, Jens ; Schmidt, Martin ; Steinbach, Marc C. |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 29.2017, 4, p. 612-630
|
| Subject: | interior-point methods | KKT systems | multistage stochastic programming | parallel computing | distributed computing | portfolio optimization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2017.0748 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772414