COMPUTATIONAL GRIDS TO SOLVE LARGE SCALE OPTIMIZATION PROBLEMS WITH UNCERTAIN DATA
Chefi Triki, Lucio Grandinetti · International Journal of Computing · 2014
In this paper we discuss the use 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. Here we present a grid-enabled path-following algorithm and we discuss some experimental results.