Parallelizing Subgradient Methods for the Lagrangian Dual in Stochastic Mixed-Integer Programming
نویسندگان
چکیده
منابع مشابه
On parallelizing dual decomposition in stochastic integer programming
Preprint ANL/MCS-P3037-0912 For stochastic mixed-integer programs, we revisit the dual decomposition algorithm of Carøe and Schultz from a computational perspective with the aim of its parallelization. We address an important bottleneck of parallel execution by identifying a formulation that permits the parallel solution of the master program by using structure-exploiting interior-point solvers...
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ژورنال
عنوان ژورنال: INFORMS Journal on Optimization
سال: 2021
ISSN: 2575-1484,2575-1492
DOI: 10.1287/ijoo.2019.0029