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math.OC2001★ 15 cited
Decomposition Algorithms for Stochastic Programming on a Computational Grid
Jeff Linderoth, Stephen Wright
We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchr…
math.OC2001★ 1 cited
Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming
Stephen J. Wright
We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinea…