We report the results obtained by a parallel Interior-Point method combined with the Preconditioned Conjugate Gradient algorithm for the solution of some large-scale applications on Cray T3E and SGI Origin 2000. The first application concerns stochastic programming and robust optimization problems and the second one arises from a reformulation of a special class of discrete optimal control problems.

Some Applications via a Parallel Interior-Point Method

RUGGIERO, Valeria;ZANGHIRATI, Gaetano
2002

Abstract

We report the results obtained by a parallel Interior-Point method combined with the Preconditioned Conjugate Gradient algorithm for the solution of some large-scale applications on Cray T3E and SGI Origin 2000. The first application concerns stochastic programming and robust optimization problems and the second one arises from a reformulation of a special class of discrete optimal control problems.
9788886037075
Interior point; preconditioned conjugate gradient; large-scale; parallel; stochastic programming; optimal control
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11392/1192291
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