Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints

In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represent several real-world applications, including

• Type: Journal
• Year: 2000
• Where: PC
• Authors: Patrizia Beraldi, Lucio Grandinetti, Roberto Musmanno, Chefi Triki
• Keywords: Dual Block-angular Structure, Management, Parallel Method, PC 2000, Two-stage Stochastic Linear