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Abstract: Large scale tree structured optimization problems can be solved in an ecient way by decomposition algorithms such as nested Benders decomposition. In this paper we present a parallel Java implementation of this technique and compare a synchronous version with an asynchronous one. The implementation contains an algorithmic layer with a collection of active node objects interacting via abstractions provided by a coordination layer for distributed tree structured algorithms. The program is... (Update)
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BibTeX entry: (Update)
H.Moritsch and G.Ch.Pflug. Java Implementation of Asynchronous Parallel Nested Optimization Algorithms. In Proceedings of the 3rd Workshop on Java for High Performance Computing, Sorrento, Italy, June 2001. http://citeseer.ist.psu.edu/moritsch03java.html More
@misc{ moritsch01java,
author = "H. Moritsch and G. Ch",
title = "Java Implementation of Asynchronous Parallel Nested Optimization Algorithms",
text = "H.Moritsch and G.Ch.Pflug. Java Implementation of Asynchronous Parallel
Nested Optimization Algorithms. In Proceedings of the 3rd Workshop on Java
for High Performance Computing, Sorrento, Italy, June 2001.",
year = "2001",
url = "citeseer.ist.psu.edu/moritsch03java.html" }
Citations (may not include all citations):114 Concurrent Programming in Java (context) - Lea - 1997
89 Stochastic Programming (context) - Kall, Wallace - 1994
84 Partitioning procedures for solving mixed-variable programmi.. (context) - Benders - 1962
59 Numerical Techniques for Stochastic Optimization (context) - Ermoliev, Wets - 1988
32 MSLiP: A computer code for the multistage stochastic linear .. (context) - Gassmann - 1990
15 Parallel decomposition of multistage stochastic programming .. (context) - Ruszczynski - 1993
14 Performance of a benchmark parallel implementation of the Va.. (context) - Ariyawansa, Hudson - 1991
14 Multi-stage stochastic optimization applied to energy planni.. (context) - Pereirea, Pinto - 1991
12 Stochastic Programming (context) - Dempster - 1980
10 A dynamic model for bond portfolio management (context) - Bradley, Crane - 1972
9 Decomposition methods in stochastic programming (context) - Ruszczynski - 1997
9 Parallelization and aggregation of nested benders decomposit.. - Dempster, Thompson - 1998
7 Optimizing resource acquisition decisions by stochastic prog.. (context) - Bienstock, Shapiro - 1988
6 Large scale linear programming techniques (context) - Wets - 1988
5 Solution of large-scale linear programs: A review of hardwar.. (context) - Levkovitz, Mitra - 1993
[Article contains additional citations not shown here]
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