1 code implementation • 23 Sep 2019 • Martin Biel, Mikael Johansson
These structure-exploiting solvers are based on variations of the classical L-shaped and progressive-hedging algorithms.
Optimization and Control Mathematical Software 90C15, 90C06, 90C90
no code implementations • 8 Oct 2018 • Arda Aytekin, Martin Biel, Mikael Johansson
We present POLO --- a C++ library for large-scale parallel optimization research that emphasizes ease-of-use, flexibility and efficiency in algorithm design.
