4.6 Article

A warm-start approach for large-scale stochastic linear programs

Related references

Note: Only part of the references are listed.
Article Operations Research & Management Science

Further development of multiple centrality correctors for interior point methods

Marco Colombo et al.

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2008)

Article Operations Research & Management Science

Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension

Elizabeth John et al.

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2008)

Article Operations Research & Management Science

An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming

Hande Y. Benson et al.

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2007)

Article Management

Solving non-linear portfolio optimization problems with the primal-dual interior point method

Jacek Gondzio et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2007)

Article Social Sciences, Mathematical Methods

Robust capacity assignment in telecommunications

Adam Ouorou

COMPUTATIONAL MANAGEMENT SCIENCE (2006)

Article Computer Science, Software Engineering

Parallel interior-point solver for structured linear programs

J Gondzio et al.

MATHEMATICAL PROGRAMMING (2003)

Article Computer Science, Software Engineering

Scenario reduction in stochastic programming -: An approach using probability metrics

J Dupacová et al.

MATHEMATICAL PROGRAMMING (2003)

Article Operations Research & Management Science

Decomposition algorithms for stochastic programming on a computational grid

J Linderoth et al.

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2003)

Article Operations Research & Management Science

A heuristic for moment-matching scenario generation

K Hoyland et al.

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2003)

Article Mathematics, Applied

Reoptimization with the primal-dual interior point method

J Gondzio et al.

SIAM JOURNAL ON OPTIMIZATION (2003)

Article Mathematics, Applied

Warm-start strategies in interior-point methods for linear programming

EA Yildirim et al.

SIAM JOURNAL ON OPTIMIZATION (2002)

Article Management

Solving real-world linear programs: A decade and more of progress

RE Bixby

OPERATIONS RESEARCH (2002)

Article Computer Science, Software Engineering

Scenario tree generation for multiperiod financial optimization by optimal discretization

GC Pflug

MATHEMATICAL PROGRAMMING (2001)