A preliminary numerical evaluation of a parallel algorithm for approximating the values and subgradients of the recourse function in a stochastic program with complete recourse
Technical Report
·
OSTI ID:6854401
The parallel algorithm of Ariyawansa, Sorensen, and Wets for approximating the values and subgradients of the recourse function in a stochastic program with complete recourse is implemented and timing results are reported for limited experimental trials. 14 refs., 6 figs., 8 tabs.
- Research Organization:
- Washington State Univ., Pullman (USA)
- DOE Contract Number:
- FG06-87ER25045
- OSTI ID:
- 6854401
- Report Number(s):
- DOE/ER/25045-T2; ON: DE89005244
- Resource Relation:
- Other Information: Thesis (M.S.). Portions of this document are illegible in microfiche products
- Country of Publication:
- United States
- Language:
- English
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