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Encyclopedia of Optimization pp 3789–3795Cite as

Stochastic Programming: Parallel Factorization of Structured Matrices

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Article Outline

Keywords

Problem Formulation

Interior Point Algorithm

Parallel Matrix Factorization

Computational Experience

References

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References

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Author information

Authors and Affiliations

  1. University Cyprus, Nicosia, Cyprus

    Hercules Vladimirou & Stavros A. Zenios

Authors
  1. Hercules Vladimirou
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  2. Stavros A. Zenios
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Vladimirou, H., Zenios, S.A. (2008). Stochastic Programming: Parallel Factorization of Structured Matrices . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_659

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