Mathematics – Optimization and Control
Scientific paper
2001-06-18
Mathematics
Optimization and Control
44 pages
Scientific paper
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.
Linderoth Jeff
Wright Stephen
No associations
LandOfFree
Decomposition Algorithms for Stochastic Programming on a Computational Grid does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Decomposition Algorithms for Stochastic Programming on a Computational Grid, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Decomposition Algorithms for Stochastic Programming on a Computational Grid will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-240189