Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Nielsen, Soren S."
Now showing items 1-10 of 10
-
Article
Data structures for network algorithms on massively parallel architectures
Nielsen, Soren S.; Zenios, Stavros A. (1992)
-
Article
Massively parallel algorithm for nonlinear stochastic network problems
Nielsen, Soren S.; Zenios, Stavros A. (1993)
-
Article
Massively parallel algorithms for singly constrained convex programs
Nielsen, Soren S.; Zenios, Stavros A. (1992)
-
Article
Massively parallel proximal algorithms for solving linear stochastic network programs
Nielsen, Soren S.; Zenios, Stavros A. (1993)
-
Article
On Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
Nielsen, Soren S.; Zenios, Stavros A. (2004)We develop an algorithm for solving nonlinear two-stage stochastic problems with network recourse. The algorithm is based on the framework of row-action methods. The problem is formulated by replicating the first-stage ...
-
Book Chapter
Practical Financial Optimization: A Library of GAMS Models
Zenios, Stavros A.; Consiglio, Andrea; Nielsen, Soren S. (2012)
-
Article
Proximal minimizations with D-functions and the massively parallel solution of linear network programs
Nielsen, Soren S.; Zenios, Stavros A. (1993)
-
Article
Scalable parallel benders decomposition for stochastic linear programming
Nielsen, Soren S.; Zenios, Stavros A. (1997)
-
Article
Solving multistage stochastic network programs on massively parallel computers
Nielsen, Soren S.; Zenios, Stavros A. (1996)
-
Article
A stochastic programming model for funding single premium deferred annuities
Nielsen, Soren S.; Zenios, Stavros A. (1996)