A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization

Jens Hübner, Martin Schmidt, Marc C. Steinbach. A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization. INFORMS Journal on Computing, 29(4):612-630, 2017. [doi]

Authors

Jens Hübner

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Martin Schmidt

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Marc C. Steinbach

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