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

Project: Research

Project Details

Description

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.
StatusActive
Effective start/end date15/09/01 → …

Keywords

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

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