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2001-05-26Buch DOI: 10.18452/8257
Decomposition algorithms for stochastic programming on a computational grid
dc.contributor.authorLinderoth, Jeff
dc.contributor.authorWright, Stephen
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:43:50Z
dc.date.available2017-06-16T19:43:50Z
dc.date.created2006-02-15
dc.date.issued2001-05-26none
dc.date.submitted2001-04-17
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8909
dc.description.abstractWe 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.relation.ispartofseriesStochastic Programming E-Print Series - 6, SPEPS
dc.subject.ddc510 Mathematik
dc.titleDecomposition algorithms for stochastic programming on a computational grid
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10058173
dc.identifier.doihttp://dx.doi.org/10.18452/8257
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.container-titleSPEPS
local.edoc.pages44
local.z-edoc.journal-periodikumAusgabe6,
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue6

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