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.File in questo prodotto:
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