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Asynchronous Nested Optimization Algorithms and Their Parallel Implementation
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作者 Hans W. Moritsch, G.Ch. Pflug, M. Siomak Department of Statistics and Decision Support Systems,University of Vienna, Universitaetsstrasse 5 A\|1090 Vienna, Austria 《Wuhan University Journal of Natural Sciences》 CAS 2001年第Z1期560-567,共8页
Large scale optimization problems can only be solved in an efficient way, if their special structure is taken as the basis of algorithm design. In this paper we consider a very broad class of large-scale problems ... Large scale optimization problems can only be solved in an efficient way, if their special structure is taken as the basis of algorithm design. In this paper we consider a very broad class of large-scale problems with special structure, namely tree structured problems. We show how the exploitation of the structure leads to efficient decomposition algorithms and how it may be implemented in a parallel environment. 展开更多
关键词 financial management stochastic optimization tree structured problems parallel programming JAVA
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