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]

@article{HubnerSS17,
  title = {A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization},
  author = {Jens Hübner and Martin Schmidt and Marc C. Steinbach},
  year = {2017},
  doi = {10.1287/ijoc.2017.0748},
  url = {https://doi.org/10.1287/ijoc.2017.0748},
  researchr = {https://researchr.org/publication/HubnerSS17},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {29},
  number = {4},
  pages = {612-630},
}