Asynchronous nested optimization algorithms and their parallel implementation

  • Hans W. Moritsch
  • G. Ch. Pflug
  • M. Siomak
Evolutionary Computation and Distributed Computation


Large scale optimization problems can only be solved in an efficient way, if their special structure is taken as the basis of algorithm design. In this paper we consider a very broad class of large — scale problems with special structure, namely tree structured problems. We show how the exploitation of the structure leads to efficient decomposition algorithms and how it may be implemented in a parallel environment.

Key words

financial management stochastic optimization tree structured problems parallel programming Java 

CLC number

TP 311. 56 


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Copyright information

© Springer 2001

Authors and Affiliations

  • Hans W. Moritsch
    • 1
  • G. Ch. Pflug
    • 1
  • M. Siomak
    • 1
  1. 1.Department of Statistics and Decision Support SystemsUniversity of ViennaViennaAustria

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