Computing block-angular Karmarkar projections with applications to stochastic programming

A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programmingand Robust Optimization

Computational Optimization and Applications

A Parallel Interior Point Method and Its Application to Facility Location Problems

Computational Optimization and Applications

Solving Stochastic Linear Programs with Restricted RecourseUsing Interior Point Methods

Computational Optimization and Applications

Near-optimal adaptive control of a large grid application

ICS '02 Proceedings of the 16th international conference on Supercomputing

Decomposition Algorithms for Stochastic Programming on a Computational Grid

Computational Optimization and Applications

A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs

Computational Optimization and Applications

Birge and Qi Method for Three-Stage Stochastic Programs Using IPM

ICCS '02 Proceedings of the International Conference on Computational Science-Part I

A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods

Journal of Global Optimization

A two-stage stochastic programming model for electric energy producers

Computers and Operations Research

Application of multistage stochastic programs solved in parallel in portfolio management

Parallel Computing

Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support

SIAM Journal on Optimization

Michel-Penot subdifferential and Lagrange multiplier rule

WSEAS Transactions on Mathematics

Foreword

Computational Optimization and Applications

Scalable stochastic optimization of complex energy systems

Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis

A preconditioning technique for Schur complement systems arising in stochastic optimization

Computational Optimization and Applications