Asynchronous Nested Optimization Algorithms and Their Parallel Implementation

被引：0

作者：

Hans W Moritsch GCh Pflug M Siomak Department of Statistics and Decision Support SystemsUniversity of Vienna Universitaetsstrasse A Vienna Austria ^{[5
,1090
]}

机构：

来源：

Wuhan University Journal of Natural Sciences | 2001年 / Z1期

关键词：

financial management; stochastic optimization; tree structured problems; parallel programming; Java;

D O I：

暂无

中图分类号：

TP311.56 [];

学科分类号：

081202 ; 0835 ;

摘要：

Large scale optimization problems can only be solved in an efficient way, if their special structure is taken as the basis of algorithm design. In this paper we consider a very broad class of large-scale problems with special structure, namely tree structured problems. We show how the exploitation of the structure leads to efficient decomposition algorithms and how it may be implemented in a parallel environment.

引用

页码：560 / 567

页数：8

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