MIles Lubin

Argonne National Laboratory

9700 S. Cass Avenue

Argonne, IL 60439

United States

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Scholarly Papers (1)

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On Parallelizing Dual Decomposition in Stochastic Integer Programming

Chicago Booth Research Paper No. 12-50
Number of pages: 25 Posted: 24 Oct 2012
Argonne National Laboratory, University of Chicago - Booth School of Business, Argonne National Laboratory and University of Chicago - Booth School of Business
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Abstract:

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stochastic programming, mixed-integer programming, column generation, dual decomposition, parallel computing, bundle methods