Parallel Decomposition of Multistage Stochastic Programming Problems

3112 20 3153 3 6265 document 3153 WP-88-094.pdf application/pdf f3aeca7edd7c203338f57b18ce7ca54d MD5 554979 2016-01-15 01:58:42 https://pure.iiasa.ac.at/id/eprint/3112/1/WP-88-094.pdf 3112 1 1 text en public

WP-88-094.pdf

22 330342812379f45ca6567f5073c5e4fac9ea8047 18076 2 29806 document 18076 lightbox.jpg image/png 559760a66f97ab89f79d1ad335e5f902 MD5 12322 2016-01-15 12:53:32 https://pure.iiasa.ac.at/id/eprint/3112/2/lightbox.jpg 3112 2 2 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

lightbox.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/islightboxThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3153 18077 2 29807 document 18077 preview.jpg image/png 5660b2da49ae158738a78a2b43d65b80 MD5 6890 2016-01-15 12:53:33 https://pure.iiasa.ac.at/id/eprint/3112/3/preview.jpg 3112 3 3 image/png other Thumbnails conversion from text to thumbnail_preview en public

preview.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/ispreviewThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3153 18078 2 29808 document 18078 medium.jpg image/png 79052f9dd793dae18fe42ee8a6e8d496 MD5 2554 2016-01-15 12:53:34 https://pure.iiasa.ac.at/id/eprint/3112/4/medium.jpg 3112 4 4 image/png other Thumbnails conversion from text to thumbnail_medium en public

medium.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3153 18079 2 29809 document 18079 small.jpg image/png 3b91783fc47c2f649d851bcb812699c7 MD5 1034 2016-01-15 12:53:35 https://pure.iiasa.ac.at/id/eprint/3112/5/small.jpg 3112 5 5 image/png other Thumbnails conversion from text to thumbnail_small en public

small.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3153 18081 1 29811 document 18081 indexcodes.txt text/x-c++ 10165c5dad5d15e78bb38951411a7e56 MD5 6497 2016-01-15 12:53:39 https://pure.iiasa.ac.at/id/eprint/3112/6/indexcodes.txt 3112 6 6 text/x-c++ other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/3153 81996 2 230048 document 81996 WP-88-094.pdf application/pdf 999e46752b0adc0bc34bdbcc0ac1445c MD5 1249033 2018-03-14 07:45:29 https://pure.iiasa.ac.at/id/eprint/3112/7/WP-88-094.pdf 3112 7 7 application/pdf other Coversheet version en public

WP-88-094.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3153 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3153 archive 351 disk0/00/00/31/12 2016-01-15 01:58:42 2021-08-27 17:13:13 2016-01-15 01:58:42 monograph show 2 Ruszczynski A. 1475 Parallel Decomposition of Multistage Stochastic Programming Problems pub iis_met prog_sds A new decomposition method for multistage stochastic linear programming problems is proposed by the author. The method combines the ideas of the regularized decomposition method for two-stage programs and dynamic programming. With each node of the decision tree of the multistage stochastic problem a certain regularized subproblem is associated which generates decisions for its successors and some backward information for its predecessor. The subproblems are solved in parallel and exchange information in an asynchronous way through special buffers. After a finite time the method either finds an optimal solution to the problem or discovers its inconsistency. This method is especially convenient for implementation on a parallel computer. 1988-10 published WP-88-094 WP-88-094 10 1544 public working_paper IIASA, Laxenburg, Austria 17 FALSE info:eu-repo/semantics/book