A novel parallel decomposition algorithm is developed for large, multistage stochastic optimization problems. The method decomposes the problem into subproblems that correspond to scenarios. The ...
Parallel algorithms for singular value decomposition (SVD) have risen to prominence as an indispensable tool in high-performance numerical linear algebra. They offer significant improvements in the ...
Mathematics of Computation, Vol. 71, No. 239 (Jul., 2002), pp. 1105-1135 (31 pages) We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in ...
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