| 简单补偿随机规划的一种异步并行算法 |
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| 引用本文： | 万仲平.简单补偿随机规划的一种异步并行算法[J].经济数学,1995(2). |
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| 作者姓名： | 万仲平 |
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| 作者单位： | 武汉水利电力大学 |
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| 摘 要： | 本文利用凸规划的近似分解方法，给出了求解具有简单补偿随机规划问题的一种异步并行算法．
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| 关 键 词： | 简单补偿随机规划 异步并行算法 鞍点 收敛性 |
AN ASYNCHRONIZED PARALLEL ALGORITHM FOR STOCHASTIC PROGRAMMING WITH SIMPLE RECOURSE |
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| Wan Zhongping.AN ASYNCHRONIZED PARALLEL ALGORITHM FOR STOCHASTIC PROGRAMMING WITH SIMPLE RECOURSE[J].Mathematics in Economics,1995(2). |
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| Authors: | Wan Zhongping |
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| Abstract: | This paper presents an asynchronized parallel algorithm for solving stochastic programming with simple recourse by using of proximal composition method for convex minimization problems. |
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| Keywords: | Stochastic programming with simple recourse asynchronized parallel algorithm saddle point convergence |
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