| Title |
A parallel implementation of interior
cutting plane algorithms for two stage stochastic linear programming |
| Author(s) |
Andrew Felt |
| Abstract |
Recently, Ariyawansa and Jiang presented a family
of interior point cutting plane algorithms for stochastic programming.
These algorithms are interior point analogs of the well known
Van Slyke and Wets algorithm, but have complexity (in total arithmetic
operations) linear in the number of random realizations. We present
results of a computational experiment with a parallel implementation
of certain members of the family of algorithms proposed by Ariyawansa
and Jiang, and outline a second experiment currently underway.
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