Interior points methods using a suitable decomposition for multistage nonlinear stochastic programming

Project: Research

Project Details


The goal of this project is to develop decomposition techniques for the systems of equations involved in interior points methods and exhibiting parallelism properties, so as to allow to solve efficiently multistage nonlinear stochastic programming problems, with recourse.
Effective start/end date15/09/01 → …


  • stochastic programming
  • interior points methods
  • parallel programming
  • nonlinear programming


Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.