On Massively Parallel Algorithm for Nonlinear Stochastic Network Problems (1990)
Nielson, Soren S., Zenios, Stavros A.
We develop an algorithm for solving nonlinear two-stage stochastic problems with network recourse. The algorithm is based on the framework of row-action methods. The problem is formulated by...
On Massively Parallel Algorithm for Nonlinear Stochastic Network Problems (1990)
Nielson, Soren S., Zenios, Stavros A.
We develop an algorithm for solving nonlinear two-stage stochastic problems with network recourse. The algorithm is based on the framework of row-action methods. The problem is formulated by...