Title :
Computational grids to solve large scale optimization problems with uncertain data
Author :
Triki, Chefi ; Grandinetti, Lucio
Author_Institution :
Dept. of Electron., Inf. & Syst., Calabria Univ., Italy
Abstract :
In this paper, we discuss the use of computational grids to solve stochastic optimization problems. These problems are generally difficult to solve and are often characterized by a high number of variables and constraints. Furthermore, for some applications, it is required to achieve a real-time solution. Obtaining reasonable results is a difficult objective without the use of high-performance computing. We present a grid-enabled path-following algorithm and we discuss some experimental results
Keywords :
distributed programming; large-scale systems; mathematics computing; real-time systems; stochastic programming; uncertainty handling; 2-stage stochastic models; Condor; computational grids; constraints; grid-enabled path-following algorithm; high-performance computing; large-scale stochastic optimization problems; real-time solution; uncertain data; variables; Concurrent computing; Grid computing; Informatics; Iterative algorithms; Large-scale systems; Parallel algorithms; Random variables; Stochastic processes; Symmetric matrices; Uniform resource locators;
Conference_Titel :
Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, International Workshop on, 2001.
Conference_Location :
Crimea
Print_ISBN :
0-7803-7164-X
DOI :
10.1109/IDAACS.2001.941995
