61907
event
1286538143
1475891584
We discuss a bundle/trust-region algorithm for solving two-stage linear stochastic programming problems with recourse and its implementation on a computational grid. Grids are parallel computing platforms assembled from workstations, PCs, PC clusters, and conventional parallel computers. We discuss results obtained by using our code in conjunction with sampling techniques to solve many instances of sampled approximations with large sample sizes. We are able to obtain high-quality solutions to several benchmark problems in the literature, and to explore various properties of these problems and their solution sets.]]>
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Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102]]>
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